| Average year | -69% |
|---|---|
| Return over 2,8 y. | -97% |
| Average month | -9.4% |
| Last day | 0.5% |
| Last month | -56.7% |
| Last 3 months | -97% |
| Last 6 months | -97% |
| Last year | -97.5% |
| Max. Drawdown | 99% |
| Worst day | 60% |
| Max. leverage | 1:163 |
| Stand. deviation | 74.5% |
| Downside Deviation | 24.6% |
| Best day | 58% |
| Volatility | 11.1% |
| Return / Risk | -0.7 |
| Calmar ratio | -0.0955 |
| Sharpe ratio | -0.1369 |
| Sortino ratio | -0.4154 |
| Shvager ratio | 1.218 |
| Prefer horizon | 24 m. |
| Longest drawdown | 2,3 y. |
| Calculation period | 2,8 y. |
| Trade days | 666 (90%) |
| History | 2,8 y. |
| Current stats | |
| Drawdown | 98% / 99% |
| Drawdown duration | 2.3 / 2,3 y. |
| Max. leverage | 163 / 50 |
1.6
Rann PAMM rannev.ru
Aggressive PAMM-account for long term investments in the dollars
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