| Average year | -100% |
|---|---|
| Return over 1 m. | -90% |
| Average month | -87.6% |
| Last day | -70.5% |
| Last month | -90.1% |
| Max. Drawdown | 96% |
| Worst day | 76% |
| Max. leverage | 1:793 |
| Stand. deviation | 101.3% |
| Downside Deviation | 27.5% |
| Best day | 45% |
| Volatility | 31.1% |
| Return / Risk | -1 |
| Calmar ratio | -0.9125 |
| Sharpe ratio | -0.8721 |
| Sortino ratio | -3.2092 |
| Shvager ratio | 0.676 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 1 m. |
| Trade days | 20 (80%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 95% / 96% |
| Drawdown duration | 19 / 19 d. |
| Max. leverage | 793 / 250 |
0
AlgoX 2017 www.AlgoX.Info
Aggressive PAMM-account for medium and long term investments in the euro
AlgoX
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