| Average year | -99% |
|---|---|
| Return over 27 d. | -29% |
| Average month | -34.4% |
| Last day | -16.2% |
| Max. Drawdown | 35% |
| Worst day | 20% |
| Max. leverage | 1:21 |
| Stand. deviation | — |
| Downside Deviation | 30.2% |
| Best day | 1% |
| Volatility | 4.2% |
| Return / Risk | -2.8 |
| Calmar ratio | -0.9796 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1652 |
| Shvager ratio | 0.321 |
| Prefer horizon | 3 m. |
| Longest drawdown | 4 d. |
| Calculation period | 27 d. |
| Trade days | 19 (100%) |
| History | 27 d. |
| Current stats | |
| Drawdown | 35% / 35% |
| Drawdown duration | 4 / 4 d. |
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FsPamm без мартина
Aggressive PAMM-account for medium and long term investments in the rubles
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