| Average year | -100% |
|---|---|
| Return over 1 m. | -80% |
| Average month | -77.2% |
| Last day | -79.8% |
| Last month | -81.1% |
| Max. Drawdown | 85% |
| Worst day | 81% |
| Max. leverage | 1:673 |
| Stand. deviation | 55.9% |
| Downside Deviation | 23.9% |
| Best day | 17% |
| Volatility | 21.1% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.9098 |
| Sharpe ratio | -1.3973 |
| Sortino ratio | -3.2595 |
| Shvager ratio | 0.383 |
| Prefer horizon | 3 m. |
| Longest drawdown | 22 d. |
| Calculation period | 1 m. |
| Trade days | 16 (67%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 84% / 85% |
| Drawdown duration | 22 / 22 d. |
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Sinuswelle ЛОВИ ВОЛНУ
Aggressive PAMM-account for medium and long term investments in the rubles
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