| Average year | 13% |
|---|---|
| Return over 3,5 m. | 4% |
| Average month | 1% |
| Last day | 0% |
| Last month | 0.3% |
| Last 3 months | 9.6% |
| Max. Drawdown | 22% |
| Worst day | 21% |
| Max. leverage | 1:48 |
| Stand. deviation | 2.4% |
| Downside Deviation | 1% |
| Best day | 8% |
| Volatility | 4.9% |
| Return / Risk | 0.6 |
| Calmar ratio | 0.0478 |
| Sharpe ratio | 0.1 |
| Sortino ratio | 0.2495 |
| Shvager ratio | 0.405 |
| Prefer horizon | 3 m. |
| Longest drawdown | 27 d. |
| Calculation period | 3,5 m. |
| Trade days | 26 (36%) |
| History | 3,5 m. |
| Current stats | |
| Drawdown | 0% / 22% |
| Drawdown duration | 27 / 27 d. |
1.4
Mr.Golgs RuR
Aggressive PAMM-account for medium and long term investments in the rubles
sawa06
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