| Average year | -90% |
|---|---|
| Return over 1,4 y. | -96% |
| Average month | -17.5% |
| Last day | 12.3% |
| Last month | -71.7% |
| Last 3 months | -75% |
| Last 6 months | -92.3% |
| Last year | -97.2% |
| Max. Drawdown | 99% |
| Worst day | 61% |
| Max. leverage | 1:168 |
| Stand. deviation | 44% |
| Downside Deviation | 26.8% |
| Best day | 47% |
| Volatility | 17% |
| Return / Risk | -0.9 |
| Calmar ratio | -0.1778 |
| Sharpe ratio | -0.4171 |
| Sortino ratio | -0.6845 |
| Shvager ratio | 0.762 |
| Prefer horizon | 12 m. |
| Longest drawdown | 10,5 m. |
| Calculation period | 1,4 y. |
| Trade days | 156 (42%) |
| History | 1,4 y. |
| Current stats | |
| Drawdown | 98% / 99% |
| Drawdown duration | 10.5 / 10,5 m. |
0.2
Rubicon Alliance Теперь мы и в Alpari
Aggressive PAMM-account for long term investments in the dollars
Rubicon_Alliance
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