| Average year | -100% |
|---|---|
| Return over 4 d. | -73% |
| Average month | -99.9% |
| Last day | -47.6% |
| Max. Drawdown | 76% |
| Worst day | 58% |
| Max. leverage | 1:837 |
| Stand. deviation | — |
| Downside Deviation | 73.7% |
| Best day | 1% |
| Volatility | 48.7% |
| Return / Risk | -1.3 |
| Calmar ratio | -1.3118 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.3672 |
| Shvager ratio | 0.362 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1 d. |
| Calculation period | 4 d. |
| Trade days | 4 (100%) |
| History | 4 d. |
| Current stats | |
| Drawdown | 74% / 76% |
| Drawdown duration | 1 / 1 d. |
0
Sber-2017
Aggressive PAMM-account for medium and long term investments in the rubles
SergeyLP
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