| Average year | -43% |
|---|---|
| Return over 22 d. | -3% |
| Average month | -4.6% |
| Last day | 0% |
| Max. Drawdown | 13% |
| Worst day | 11% |
| Max. leverage | 1:19 |
| Stand. deviation | — |
| Downside Deviation | 4.2% |
| Best day | 6% |
| Volatility | 5.2% |
| Return / Risk | -3.4 |
| Calmar ratio | -0.3627 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.296 |
| Shvager ratio | 0.753 |
| Prefer horizon | 3 m. |
| Longest drawdown | 12 d. |
| Calculation period | 22 d. |
| Trade days | 15 (94%) |
| History | 23 d. |
| Current stats | |
| Drawdown | 9% / 13% |
| Drawdown duration | 12 / 12 d. |
| Max. leverage | 19 / 500 |
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DETRO-LONDON SESSION
Conservative PAMM-account for medium and long term investments in the rubles
detro82
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