| Average year | -50% |
|---|---|
| Return over 2,4 y. | -81% |
| Average month | -5.5% |
| Last day | 0% |
| Last month | -16.4% |
| Last 3 months | -21.4% |
| Last 6 months | -32.8% |
| Last year | -25.4% |
| Max. Drawdown | 82% |
| Worst day | 30% |
| Max. leverage | 1:101 |
| Stand. deviation | 20.2% |
| Downside Deviation | 13.8% |
| Best day | 31% |
| Volatility | 4.5% |
| Return / Risk | -0.6 |
| Calmar ratio | -0.0679 |
| Sharpe ratio | -0.3134 |
| Sortino ratio | -0.4601 |
| Shvager ratio | 0.937 |
| Prefer horizon | 24 m. |
| Longest drawdown | 2,4 y. |
| Calculation period | 2,4 y. |
| Trade days | 451 (71%) |
| History | 2,4 y. |
| Current stats | |
| Drawdown | 82% / 82% |
| Drawdown duration | 2.4 / 2,4 y. |
1.4
LS_52_2 LS_52_2
Aggressive PAMM-account for long term investments in the rubles
lomakin52
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