| Average year | 64% |
|---|---|
| Return over 3 m. | 13% |
| Average month | 4.2% |
| Last day | 34.8% |
| Last month | 10.3% |
| Max. Drawdown | 73% |
| Worst day | 73% |
| Max. leverage | 1:546 |
| Stand. deviation | 4.2% |
| Downside Deviation | 0.1% |
| Best day | 39% |
| Volatility | 6.1% |
| Return / Risk | 0.9 |
| Calmar ratio | 0.0576 |
| Sharpe ratio | 0.8262 |
| Sortino ratio | 37.3677 |
| Shvager ratio | 0.34 |
| Prefer horizon | 3 m. |
| Longest drawdown | 24 d. |
| Calculation period | 3 m. |
| Trade days | 24 (38%) |
| History | 3 m. |
| Current stats | |
| Drawdown | 0% / 73% |
| Drawdown duration | — / 24 d. |
1.8
Office
Aggressive PAMM-account for medium and long term investments in the dollars
jiayou2016
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