| Average year | -41% |
|---|---|
| Return over 2,5 m. | -10% |
| Average month | -4.3% |
| Last day | -16.5% |
| Last month | -28.8% |
| Max. Drawdown | 60% |
| Worst day | 56% |
| Max. leverage | 1:434 |
| Stand. deviation | 25.6% |
| Downside Deviation | 17.3% |
| Best day | 12% |
| Volatility | 6.4% |
| Return / Risk | -0.7 |
| Calmar ratio | -0.0711 |
| Sharpe ratio | -0.1988 |
| Sortino ratio | -0.2941 |
| Shvager ratio | 0.691 |
| Prefer horizon | 3 m. |
| Longest drawdown | 14 d. |
| Calculation period | 2,5 m. |
| Trade days | 51 (96%) |
| History | 2,5 m. |
| Current stats | |
| Drawdown | 46% / 60% |
| Drawdown duration | 5 / 14 d. |
0
FXS.
Aggressive PAMM-account for medium and long term investments in the rubles
КОСМОС
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