| Average year | -100% |
|---|---|
| Return over 19 d. | -53% |
| Average month | -66.6% |
| Last day | 0% |
| Max. Drawdown | 62% |
| Worst day | 28% |
| Max. leverage | 1:39 |
| Stand. deviation | — |
| Downside Deviation | 53.5% |
| Best day | 6% |
| Volatility | 18.1% |
| Return / Risk | -1.6 |
| Calmar ratio | -1.0727 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.2608 |
| Shvager ratio | 0.464 |
| Prefer horizon | 3 m. |
| Longest drawdown | 10 d. |
| Calculation period | 19 d. |
| Trade days | 9 (60%) |
| History | 21 d. |
| Current stats | |
| Drawdown | 56% / 62% |
| Drawdown duration | 10 / 10 d. |
0
Ruby crystal systems approach
Aggressive PAMM-account for medium and long term investments in the rubles
Tarabanov
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