| Average year | -95% |
|---|---|
| Return over 3 m. | -54% |
| Average month | -22.1% |
| Last day | -21.5% |
| Last month | -62.5% |
| Last 3 months | -54.3% |
| Max. Drawdown | 80% |
| Worst day | 58% |
| Max. leverage | 1:61 |
| Stand. deviation | 14.4% |
| Downside Deviation | 14.2% |
| Best day | 18% |
| Volatility | 14.2% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.2754 |
| Sharpe ratio | -1.5916 |
| Sortino ratio | -1.61 |
| Shvager ratio | 0.957 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 3 m. |
| Trade days | 62 (90%) |
| History | 3 m. |
| Current stats | |
| Drawdown | 79% / 80% |
| Drawdown duration | 19 / 19 d. |
0.8
Currency strategist flame
Aggressive PAMM-account for medium and long term investments in the dollars
Tarabanov
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