| Average year | -52% |
|---|---|
| Return over 2 m. | -11% |
| Average month | -5.9% |
| Last day | 10.4% |
| Last month | -15.4% |
| Max. Drawdown | 75% |
| Worst day | 59% |
| Max. leverage | 1:82 |
| Stand. deviation | 33.6% |
| Downside Deviation | 16.8% |
| Best day | 113% |
| Volatility | 22.3% |
| Return / Risk | -0.7 |
| Calmar ratio | -0.0785 |
| Sharpe ratio | -0.1993 |
| Sortino ratio | -0.3995 |
| Shvager ratio | 0.931 |
| Prefer horizon | 3 m. |
| Longest drawdown | 24 d. |
| Calculation period | 2 m. |
| Trade days | 33 (83%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 24% / 75% |
| Drawdown duration | 24 / 24 d. |
| Max. leverage | 82 / 50 |
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Samuray new
Aggressive PAMM-account for medium and long term investments in the dollars
Samuray737
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