| Average year | -100% |
|---|---|
| Return over 1,5 m. | -74% |
| Average month | -62.8% |
| Last day | -80.8% |
| Last month | -74.6% |
| Max. Drawdown | 83% |
| Worst day | 83% |
| Max. leverage | 1:822 |
| Stand. deviation | 133.7% |
| Downside Deviation | 42% |
| Best day | 3% |
| Volatility | 8.1% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.755 |
| Sharpe ratio | -0.4758 |
| Sortino ratio | -1.515 |
| Shvager ratio | 0.318 |
| Prefer horizon | 3 m. |
| Longest drawdown | — |
| Calculation period | 1,5 m. |
| Trade days | 27 (87%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 0% / 83% |
| Drawdown duration | — / — |
0
Renaissance Trading
Aggressive PAMM-account for medium and long term investments in the dollars
MaksimB
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