| Average year | 101% |
|---|---|
| Return over 4,5 m. | 30% |
| Average month | 6% |
| Last day | 16.4% |
| Last month | -1.7% |
| Last 3 months | 12.2% |
| Max. Drawdown | 58% |
| Worst day | 42% |
| Max. leverage | 1:63 |
| Stand. deviation | 25.2% |
| Downside Deviation | 11.5% |
| Best day | 49% |
| Volatility | 10.2% |
| Return / Risk | 1.7 |
| Calmar ratio | 0.1027 |
| Sharpe ratio | 0.207 |
| Sortino ratio | 0.4516 |
| Shvager ratio | 1.144 |
| Prefer horizon | 3 m. |
| Longest drawdown | 27 d. |
| Calculation period | 4,5 m. |
| Trade days | 96 (99%) |
| History | 4,5 m. |
| Current stats | |
| Drawdown | 22% / 58% |
| Drawdown duration | 8 / 27 d. |
| Max. leverage | 63 / 50 |
1.7
Fourdoubles
Aggressive PAMM-account for medium and long term investments in the rubles
Provincial
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