| Average year | -69% |
|---|---|
| Return over 3 m. | -27% |
| Average month | -9.4% |
| Last day | 0% |
| Last month | -51.7% |
| Last 3 months | -23.1% |
| Max. Drawdown | 60% |
| Worst day | 43% |
| Max. leverage | 1:43 |
| Stand. deviation | 34% |
| Downside Deviation | 20.6% |
| Best day | 21% |
| Volatility | 8.7% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.157 |
| Sharpe ratio | -0.3004 |
| Sortino ratio | -0.4962 |
| Shvager ratio | 1.083 |
| Prefer horizon | 3 m. |
| Longest drawdown | 29 d. |
| Calculation period | 3 m. |
| Trade days | 56 (79%) |
| History | 3,5 m. |
| Current stats | |
| Drawdown | 57% / 60% |
| Drawdown duration | 29 / 29 d. |
0
Fulton trend maCD
Aggressive PAMM-account for medium and long term investments in the rubles
ldenisl
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