| Average year | -25% |
|---|---|
| Return over 1,9 y. | -42% |
| Average month | -2.3% |
| Last day | 0% |
| Last month | 30.5% |
| Last 3 months | 55.7% |
| Last 6 months | -1.6% |
| Last year | -60.6% |
| Max. Drawdown | 83% |
| Worst day | 23% |
| Max. leverage | 1:53 |
| Stand. deviation | 23.2% |
| Downside Deviation | 14.9% |
| Best day | 19% |
| Volatility | 7.3% |
| Return / Risk | -0.3 |
| Calmar ratio | -0.028 |
| Sharpe ratio | -0.1345 |
| Sortino ratio | -0.2104 |
| Shvager ratio | 1.219 |
| Prefer horizon | 18 m. |
| Longest drawdown | 1,4 y. |
| Calculation period | 1,9 y. |
| Trade days | 437 (87%) |
| History | 1,9 y. |
| Current stats | |
| Drawdown | 70% / 83% |
| Drawdown duration | 1.4 / 1,4 y. |
1
Reaper1
Aggressive PAMM-account for long term investments in the dollars
fahmy_investments
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