| Average year | -100% |
|---|---|
| Return over 22 d. | -88% |
| Average month | -95.4% |
| Last day | -44.2% |
| Max. Drawdown | 92% |
| Worst day | 59% |
| Max. leverage | 1:309 |
| Stand. deviation | — |
| Downside Deviation | 89.1% |
| Best day | 41% |
| Volatility | 48.7% |
| Return / Risk | -1.1 |
| Calmar ratio | -1.0374 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.0799 |
| Shvager ratio | 0.871 |
| Prefer horizon | 3 m. |
| Longest drawdown | 13 d. |
| Calculation period | 22 d. |
| Trade days | 10 (63%) |
| History | 22 d. |
| Current stats | |
| Drawdown | 89% / 92% |
| Drawdown duration | 13 / 13 d. |
0
Kolesnikov E.
Aggressive PAMM-account for medium and long term investments in the rubles
E. Kolesnikov
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