| Average year | -100% |
|---|---|
| Return over 1 m. | -51% |
| Average month | -49.2% |
| Last day | -12.4% |
| Last month | -50.8% |
| Max. Drawdown | 53% |
| Worst day | 27% |
| Max. leverage | 1:89 |
| Stand. deviation | 74.9% |
| Downside Deviation | 43.7% |
| Best day | 20% |
| Volatility | 18.6% |
| Return / Risk | -1.9 |
| Calmar ratio | -0.9324 |
| Sharpe ratio | -0.6682 |
| Sortino ratio | -1.1439 |
| Shvager ratio | 0.865 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 1 m. |
| Trade days | 15 (68%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 52% / 53% |
| Drawdown duration | 28 / 28 d. |
0
In the night.
Aggressive PAMM-account for medium and long term investments in the rubles
Vadim Kirillov
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