| Average year | -82% |
|---|---|
| Return over 1,3 y. | -90% |
| Average month | -13.4% |
| Last day | -1% |
| Last month | -0.8% |
| Last 3 months | -8.2% |
| Last 6 months | -57% |
| Last year | -79.5% |
| Max. Drawdown | 94% |
| Worst day | 32% |
| Max. leverage | 1:130 |
| Stand. deviation | 25.4% |
| Downside Deviation | 19.9% |
| Best day | 40% |
| Volatility | 12.7% |
| Return / Risk | -0.9 |
| Calmar ratio | -0.1428 |
| Sharpe ratio | -0.5579 |
| Sortino ratio | -0.7095 |
| Shvager ratio | 0.882 |
| Prefer horizon | 18 m. |
| Longest drawdown | 1,3 y. |
| Calculation period | 1,3 y. |
| Trade days | 204 (58%) |
| History | 1,3 y. |
| Current stats | |
| Drawdown | 90% / 94% |
| Drawdown duration | 1.3 / 1,3 y. |
| Max. leverage | 130 / 200 |
0.2
Glory MF Group
Aggressive PAMM-account for long term investments in the rubles
llanowar
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