| Average year | -96% |
|---|---|
| Return over 2 m. | -38% |
| Average month | -23.2% |
| Last day | 7.8% |
| Last month | -38.3% |
| Max. Drawdown | 90% |
| Worst day | 61% |
| Max. leverage | 1:122 |
| Stand. deviation | 39.7% |
| Downside Deviation | 27.2% |
| Best day | 43% |
| Volatility | 23.8% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.2584 |
| Sharpe ratio | -0.6035 |
| Sortino ratio | -0.8829 |
| Shvager ratio | 1.968 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1,5 m. |
| Calculation period | 2 m. |
| Trade days | 37 (97%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 69% / 90% |
| Drawdown duration | 1.5 / 1,5 m. |
0
Fastest
Aggressive PAMM-account for medium and long term investments in the rubles
Vitovsky
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