| Average year | -95% |
|---|---|
| Return over 1 m. | -26% |
| Average month | -22.2% |
| Last day | 3.6% |
| Last month | -13.1% |
| Max. Drawdown | 40% |
| Worst day | 17% |
| Max. leverage | 1:42 |
| Stand. deviation | 9.6% |
| Downside Deviation | 12.4% |
| Best day | 19% |
| Volatility | 9.7% |
| Return / Risk | -2.4 |
| Calmar ratio | -0.5522 |
| Sharpe ratio | -2.3971 |
| Sortino ratio | -1.8518 |
| Shvager ratio | 1.031 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 1 m. |
| Trade days | 27 (100%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 37% / 40% |
| Drawdown duration | 19 / 19 d. |
0.8
Money.pamm
Aggressive PAMM-account for medium and long term investments in the dollars
dima333
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