| Average year | -100% |
|---|---|
| Return over 24 d. | -88% |
| Average month | -93% |
| Last day | -93.7% |
| Max. Drawdown | 96% |
| Worst day | 96% |
| Max. leverage | 1:783 |
| Stand. deviation | — |
| Downside Deviation | 88.4% |
| Best day | 20% |
| Volatility | 21% |
| Return / Risk | -1 |
| Calmar ratio | -0.9713 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.0619 |
| Shvager ratio | 0.506 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 d. |
| Calculation period | 24 d. |
| Trade days | 16 (89%) |
| History | 24 d. |
| Current stats | |
| Drawdown | 0% / 96% |
| Drawdown duration | — / 2 d. |
0
DayLight SPX Group
Aggressive PAMM-account for medium and long term investments in the rubles
spx
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