| Average year | -100% |
|---|---|
| Return over 11 d. | -16% |
| Average month | -40.6% |
| Last day | 8.3% |
| Max. Drawdown | 57% |
| Worst day | 56% |
| Max. leverage | 1:202 |
| Stand. deviation | — |
| Downside Deviation | 16.8% |
| Best day | 8% |
| Volatility | 11.7% |
| Return / Risk | -1.8 |
| Calmar ratio | -0.7154 |
| Sharpe ratio | 0 |
| Sortino ratio | -2.4731 |
| Shvager ratio | 0.345 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1 d. |
| Calculation period | 11 d. |
| Trade days | 7 (100%) |
| History | 11 d. |
| Current stats | |
| Drawdown | 30% / 57% |
| Drawdown duration | 1 / 1 d. |
0
Favorit FX
Aggressive PAMM-account for medium and long term investments in the rubles
Cheget2014
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