| Average year | -100% |
|---|---|
| Return over 20 d. | -33% |
| Average month | -46.7% |
| Last day | 0% |
| Max. Drawdown | 44% |
| Worst day | 37% |
| Max. leverage | 1:142 |
| Stand. deviation | — |
| Downside Deviation | 33.8% |
| Best day | 35% |
| Volatility | 21.2% |
| Return / Risk | -2.3 |
| Calmar ratio | -1.0623 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.4056 |
| Shvager ratio | 0.525 |
| Prefer horizon | 3 m. |
| Longest drawdown | 16 d. |
| Calculation period | 20 d. |
| Trade days | 11 (79%) |
| History | 20 d. |
| Current stats | |
| Drawdown | 36% / 44% |
| Drawdown duration | 16 / 16 d. |
0
SERGIENKO GENNADY V.
Aggressive PAMM-account for medium and long term investments in the rubles
OOFO
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