| Average year | 49% |
|---|---|
| Return over 3 m. | 10% |
| Average month | 3.4% |
| Last day | 0% |
| Last month | 4.4% |
| Max. Drawdown | 16% |
| Worst day | 15% |
| Max. leverage | 1:39 |
| Stand. deviation | 3.5% |
| Downside Deviation | 0% |
| Best day | 5% |
| Volatility | 2.6% |
| Return / Risk | 3 |
| Calmar ratio | 0.2089 |
| Sharpe ratio | 0.751 |
| Sortino ratio | 0 |
| Shvager ratio | 0.699 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 3 m. |
| Trade days | 49 (75%) |
| History | 3 m. |
| Current stats | |
| Drawdown | 3% / 16% |
| Drawdown duration | 3 / 28 d. |
3.3
Timecof_RUR
Aggressive PAMM-account for medium and long term investments in the rubles
Veyronj
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