| Average year | 90% |
|---|---|
| Return over 20 d. | 4% |
| Average month | 5.5% |
| Last day | -4.5% |
| Max. Drawdown | 13% |
| Worst day | 7% |
| Max. leverage | 1:10 |
| Stand. deviation | — |
| Downside Deviation | 0% |
| Best day | 7% |
| Volatility | 3.7% |
| Return / Risk | 6.8 |
| Calmar ratio | 0.4155 |
| Sharpe ratio | 0 |
| Sortino ratio | 0 |
| Shvager ratio | 0.884 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 d. |
| Calculation period | 20 d. |
| Trade days | 14 (100%) |
| History | 20 d. |
| Current stats | |
| Drawdown | 13% / 13% |
| Drawdown duration | 2 / 2 d. |
2.5
PAMM RUR
Conservative PAMM-account for medium and long term investments in the rubles
franklin
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