| Average year | -100% |
|---|---|
| Return over 2 m. | -96% |
| Average month | -77.5% |
| Last day | 11.3% |
| Last month | -84.3% |
| Max. Drawdown | 97% |
| Worst day | 79% |
| Max. leverage | 1:403 |
| Stand. deviation | 472.5% |
| Downside Deviation | 65.6% |
| Best day | 104% |
| Volatility | 42.7% |
| Return / Risk | -1 |
| Calmar ratio | -0.8006 |
| Sharpe ratio | -0.1658 |
| Sortino ratio | -1.1935 |
| Shvager ratio | 0.877 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 2 m. |
| Trade days | 40 (83%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 96% / 97% |
| Drawdown duration | 2 / 2 m. |
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MAA алга
Aggressive PAMM-account for medium and long term investments in the dollars
and_max@mail.ru
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