| Average year | 31% |
|---|---|
| Return over 1 m. | 3% |
| Average month | 2.3% |
| Last day | 0.8% |
| Last month | 0.9% |
| Max. Drawdown | 48% |
| Worst day | 34% |
| Max. leverage | 1:384 |
| Stand. deviation | 6.1% |
| Downside Deviation | 4.9% |
| Best day | 14% |
| Volatility | 9% |
| Return / Risk | 0.6 |
| Calmar ratio | 0.0476 |
| Sharpe ratio | 0.2408 |
| Sortino ratio | 0.2983 |
| Shvager ratio | 0.602 |
| Prefer horizon | 3 m. |
| Longest drawdown | 13 d. |
| Calculation period | 1 m. |
| Trade days | 20 (77%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 0% / 48% |
| Drawdown duration | 13 / 13 d. |
1.3
RichDan Флетовая стратегия.
Aggressive PAMM-account for medium and long term investments in the dollars
IDINVEST
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