| Average year | -13% |
|---|---|
| Return over 2 m. | -2% |
| Average month | -1.1% |
| Last day | 0% |
| Last month | -32.1% |
| Max. Drawdown | 67% |
| Worst day | 57% |
| Max. leverage | 1:87 |
| Stand. deviation | 66.2% |
| Downside Deviation | 22.8% |
| Best day | 33% |
| Volatility | 60.7% |
| Return / Risk | -0.2 |
| Calmar ratio | -0.0166 |
| Sharpe ratio | -0.0289 |
| Sortino ratio | -0.084 |
| Shvager ratio | 1.399 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 2 m. |
| Trade days | 4 (9%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 49% / 67% |
| Drawdown duration | 26 / 28 d. |
0
Murrey math indicator and levels
Aggressive PAMM-account for medium and long term investments in the rubles
ldenisl
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