| Average year | -100% |
|---|---|
| Return over 18 d. | -100% |
| Average month | -100% |
| Last day | -99.9% |
| Max. Drawdown | 100% |
| Worst day | 100% |
| Max. leverage | 1:2,320 |
| Stand. deviation | — |
| Downside Deviation | 100.8% |
| Best day | 9% |
| Volatility | 25.3% |
| Return / Risk | -1 |
| Calmar ratio | -1.0003 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.0004 |
| Shvager ratio | 0.463 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 d. |
| Calculation period | 18 d. |
| Trade days | 14 (100%) |
| History | 18 d. |
| Current stats | |
| Drawdown | 100% / 100% |
| Drawdown duration | 2 / 2 d. |
0
CROSS_99 Консервативная ТС
Aggressive PAMM-account for medium and long term investments in the rubles
ildar0916
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