| Average year | -100% |
|---|---|
| Return over 23 d. | -29% |
| Average month | -36.8% |
| Last day | -7.8% |
| Max. Drawdown | 30% |
| Worst day | 13% |
| Max. leverage | 1:25 |
| Stand. deviation | — |
| Downside Deviation | 29.5% |
| Best day | 1% |
| Volatility | 6.5% |
| Return / Risk | -3.3 |
| Calmar ratio | -1.2319 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.2719 |
| Shvager ratio | 0.127 |
| Prefer horizon | 3 m. |
| Longest drawdown | 15 d. |
| Calculation period | 23 d. |
| Trade days | 11 (65%) |
| History | 23 d. |
| Current stats | |
| Drawdown | 29% / 30% |
| Drawdown duration | 15 / 15 d. |
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Fx2.ru
Conservative PAMM-account for medium and long term investments in the dollars
Suvoroff
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