| Average year | -5% |
|---|---|
| Return over 4,5 m. | -2% |
| Average month | -0.5% |
| Last day | 4.5% |
| Last month | -22.5% |
| Last 3 months | -18.4% |
| Max. Drawdown | 33% |
| Worst day | 19% |
| Max. leverage | 1:25 |
| Stand. deviation | 23.1% |
| Downside Deviation | 14.5% |
| Best day | 12% |
| Volatility | 4.6% |
| Return / Risk | -0.2 |
| Calmar ratio | -0.0136 |
| Sharpe ratio | -0.0541 |
| Sortino ratio | -0.0864 |
| Shvager ratio | 0.91 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 4,5 m. |
| Trade days | 81 (86%) |
| History | 4,5 m. |
| Current stats | |
| Drawdown | 23% / 33% |
| Drawdown duration | 28 / 28 d. |
0.2
ANN Pro Artificial Neural Network
Aggressive PAMM-account for medium and long term investments in the dollars
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