| Average year | -67% |
|---|---|
| Return over 1 m. | -9% |
| Average month | -8.8% |
| Last day | 0.9% |
| Last month | -8.6% |
| Max. Drawdown | 13% |
| Worst day | 7% |
| Max. leverage | 1:13 |
| Stand. deviation | 11% |
| Downside Deviation | 10.6% |
| Best day | 3% |
| Volatility | 2.5% |
| Return / Risk | -5.1 |
| Calmar ratio | -0.6692 |
| Sharpe ratio | -0.8769 |
| Sortino ratio | -0.9065 |
| Shvager ratio | 0.851 |
| Prefer horizon | 3 m. |
| Longest drawdown | 8 d. |
| Calculation period | 1 m. |
| Trade days | 22 (100%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 11% / 13% |
| Drawdown duration | 8 / 8 d. |
0.8
ANN Plus Artificial Neural Network
Conservative PAMM-account for medium and long term investments in the dollars
mvlad0
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