| Average year | 691% |
|---|---|
| Return over 2 m. | 46% |
| Average month | 18.8% |
| Last day | -36.1% |
| Last month | 5.2% |
| Max. Drawdown | 52% |
| Worst day | 48% |
| Max. leverage | 1:624 |
| Stand. deviation | 41.7% |
| Downside Deviation | 11.7% |
| Best day | 10% |
| Volatility | 7.7% |
| Return / Risk | 13.2 |
| Calmar ratio | 0.3591 |
| Sharpe ratio | 0.4323 |
| Sortino ratio | 1.5414 |
| Shvager ratio | 0.445 |
| Prefer horizon | 3 m. |
| Longest drawdown | 14 d. |
| Calculation period | 2 m. |
| Trade days | 44 (94%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 47% / 52% |
| Drawdown duration | 1 / 14 d. |
2.5
Northwind
Aggressive PAMM-account for medium and long term investments in the dollars
Artem Khozhai
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