| Average year | -97% |
|---|---|
| Return over 1,5 m. | -39% |
| Average month | -24.7% |
| Last day | -72.6% |
| Last month | -48% |
| Max. Drawdown | 84% |
| Worst day | 77% |
| Max. leverage | 1:666 |
| Stand. deviation | 87.1% |
| Downside Deviation | 35% |
| Best day | 132% |
| Volatility | 22.2% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.2955 |
| Sharpe ratio | -0.2925 |
| Sortino ratio | -0.728 |
| Shvager ratio | 1.247 |
| Prefer horizon | 3 m. |
| Longest drawdown | 16 d. |
| Calculation period | 1,5 m. |
| Trade days | 37 (97%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 80% / 84% |
| Drawdown duration | 2 / 16 d. |
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Alexandr_Vlasov
Aggressive PAMM-account for medium and long term investments in the rubles
Vlas82
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