| Average year | -100% |
|---|---|
| Return over 21 d. | -34% |
| Average month | -46.8% |
| Last day | 0.8% |
| Max. Drawdown | 52% |
| Worst day | 35% |
| Max. leverage | 1:115 |
| Stand. deviation | — |
| Downside Deviation | 34.5% |
| Best day | 12% |
| Volatility | 11.7% |
| Return / Risk | -1.9 |
| Calmar ratio | -0.8945 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.3782 |
| Shvager ratio | 0.454 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 21 d. |
| Trade days | 14 (93%) |
| History | 21 d. |
| Current stats | |
| Drawdown | 37% / 52% |
| Drawdown duration | 19 / 19 d. |
0
PAMM_2015.07.08
Aggressive PAMM-account for medium and long term investments in the dollars
yurymail
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