| Average year | -100% |
|---|---|
| Return over 1,5 m. | -56% |
| Average month | -46% |
| Last day | 0% |
| Last month | -57.3% |
| Max. Drawdown | 61% |
| Worst day | 46% |
| Max. leverage | 1:36 |
| Stand. deviation | 25% |
| Downside Deviation | 31.7% |
| Best day | 9% |
| Volatility | 12.2% |
| Return / Risk | -1.6 |
| Calmar ratio | -0.7529 |
| Sharpe ratio | -1.8693 |
| Sortino ratio | -1.4773 |
| Shvager ratio | 0.429 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 1,5 m. |
| Trade days | 19 (66%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 58% / 61% |
| Drawdown duration | 28 / 28 d. |
0
System ETO
Aggressive PAMM-account for medium and long term investments in the dollars
Smena8M
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