| Average year | -99% |
|---|---|
| Return over 1,5 m. | -47% |
| Average month | -30.9% |
| Last day | -21.5% |
| Last month | -48.1% |
| Max. Drawdown | 56% |
| Worst day | 24% |
| Max. leverage | 1:42 |
| Stand. deviation | 39.6% |
| Downside Deviation | 30.3% |
| Best day | 14% |
| Volatility | 9.7% |
| Return / Risk | -1.8 |
| Calmar ratio | -0.553 |
| Sharpe ratio | -0.7998 |
| Sortino ratio | -1.047 |
| Shvager ratio | 0.703 |
| Prefer horizon | 3 m. |
| Longest drawdown | 14 d. |
| Calculation period | 1,5 m. |
| Trade days | 37 (95%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 55% / 56% |
| Drawdown duration | 14 / 14 d. |
0
Strike of MTF
Aggressive PAMM-account for medium and long term investments in the rubles
Strike-Invest
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