| Average year | -71% |
|---|---|
| Return over 11 m. | -69% |
| Average month | -9.9% |
| Last day | 0.1% |
| Last month | -9.2% |
| Last 3 months | -49.4% |
| Last 6 months | -58.3% |
| Max. Drawdown | 73% |
| Worst day | 15% |
| Max. leverage | 1:22 |
| Stand. deviation | 16.1% |
| Downside Deviation | 15.3% |
| Best day | 15% |
| Volatility | 6.3% |
| Return / Risk | -1 |
| Calmar ratio | -0.1344 |
| Sharpe ratio | -0.6608 |
| Sortino ratio | -0.6988 |
| Shvager ratio | 0.852 |
| Prefer horizon | 12 m. |
| Longest drawdown | 10,5 m. |
| Calculation period | 11 m. |
| Trade days | 241 (99%) |
| History | 11 m. |
| Current stats | |
| Drawdown | 71% / 73% |
| Drawdown duration | 10.5 / 10,5 m. |
| Max. leverage | 22 / 20 |
0.6
Manoftradesystem Индикаторная ТС
Conservative PAMM-account for long term investments in the dollars
Manoftrade
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