| Average year | -78% |
|---|---|
| Return over 22 d. | -9% |
| Average month | -11.9% |
| Last day | 0% |
| Max. Drawdown | 14% |
| Worst day | 7% |
| Max. leverage | 1:26 |
| Stand. deviation | — |
| Downside Deviation | 9.6% |
| Best day | 3% |
| Volatility | 2.5% |
| Return / Risk | -5.8 |
| Calmar ratio | -0.8773 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.3226 |
| Shvager ratio | 0.681 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 22 d. |
| Trade days | 14 (88%) |
| History | 22 d. |
| Current stats | |
| Drawdown | 14% / 14% |
| Drawdown duration | 19 / 19 d. |
0
Mr.Green. Arbitrage
Conservative PAMM-account for medium and long term investments in the dollars
MrGreen
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