| Average year | -3% |
|---|---|
| Return over 10,8 y. | -29% |
| Average month | -0.3% |
| Last day | -1.1% |
| Last month | 7.8% |
| Last 3 months | -15.4% |
| Last 6 months | -13.4% |
| Last year | -15.6% |
| Max. Drawdown | 69% |
| Worst day | 15% |
| Max. leverage | 1:59 |
| Stand. deviation | 7% |
| Downside Deviation | 5.2% |
| Best day | 17% |
| Volatility | 2.2% |
| Return / Risk | 0 |
| Calmar ratio | -0.0038 |
| Sharpe ratio | -0.1506 |
| Sortino ratio | -0.2026 |
| Shvager ratio | 1.064 |
| Prefer horizon | 24 m. |
| Longest drawdown | 5,8 y. |
| Calculation period | 10,8 y. |
| Trade days | 2304 (82%) |
| History | 10,8 y. |
| Current stats | |
| Drawdown | 34% / 69% |
| Drawdown duration | 5.8 / 5,8 y. |
2.5
Livermore
Aggressive PAMM-account for long term investments in the dollars
Livermore
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