| Average year | -54% |
|---|---|
| Return over 2 m. | -13% |
| Average month | -6.2% |
| Last day | 0% |
| Last month | 9.7% |
| Max. Drawdown | 56% |
| Worst day | 32% |
| Max. leverage | 1:303 |
| Stand. deviation | 21.8% |
| Downside Deviation | 16.2% |
| Best day | 55% |
| Volatility | 15.8% |
| Return / Risk | -1 |
| Calmar ratio | -0.1122 |
| Sharpe ratio | -0.3225 |
| Sortino ratio | -0.4347 |
| Shvager ratio | 1.816 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1 m. |
| Calculation period | 2 m. |
| Trade days | 23 (50%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 38% / 56% |
| Drawdown duration | 17 d. / 1 m. |
0.2
Multiplier2
Aggressive PAMM-account for medium and long term investments in the dollars
Dmitry070
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