| Average year | -100% |
|---|---|
| Return over 6 m. | -99% |
| Average month | -55.8% |
| Last day | -35.8% |
| Last month | -99.4% |
| Last 3 months | -99.1% |
| Last 6 months | -99.6% |
| Max. Drawdown | 100% |
| Worst day | 99% |
| Max. leverage | 1:856 |
| Stand. deviation | 85.3% |
| Downside Deviation | 32.1% |
| Best day | 54% |
| Volatility | 17.2% |
| Return / Risk | -1 |
| Calmar ratio | -0.5589 |
| Sharpe ratio | -0.6634 |
| Sortino ratio | -1.7632 |
| Shvager ratio | 1.002 |
| Prefer horizon | 6 m. |
| Longest drawdown | 4,5 m. |
| Calculation period | 6 m. |
| Trade days | 119 (88%) |
| History | 6 m. |
| Current stats | |
| Drawdown | 100% / 100% |
| Drawdown duration | 4.5 / 4,5 m. |
0
Dorokhov Внутридневная стратегия
Aggressive PAMM-account for medium and long term investments in the dollars
Dorohov2
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