| Average year | 48% |
|---|---|
| Return over 5 m. | 17% |
| Average month | 3.3% |
| Last day | 0% |
| Last month | 4.5% |
| Last 3 months | 14% |
| Max. Drawdown | 25% |
| Worst day | 10% |
| Max. leverage | 1:29 |
| Stand. deviation | 3.3% |
| Downside Deviation | 0% |
| Best day | 14% |
| Volatility | 3.7% |
| Return / Risk | 2 |
| Calmar ratio | 0.1359 |
| Sharpe ratio | 0.774 |
| Sortino ratio | 65.5953 |
| Shvager ratio | 1.135 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 5 m. |
| Trade days | 78 (75%) |
| History | 5 m. |
| Current stats | |
| Drawdown | 1% / 25% |
| Drawdown duration | 1 / 28 d. |
3.1
Slogger71
Conservative PAMM-account for medium and long term investments in the dollars
Эдуард Анацкий
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