| Average year | 12% |
|---|---|
| Return over 21 d. | 1% |
| Average month | 1% |
| Last day | -1.3% |
| Max. Drawdown | 13% |
| Worst day | 5% |
| Max. leverage | 1:22 |
| Stand. deviation | — |
| Downside Deviation | 0.1% |
| Best day | 5% |
| Volatility | 3.5% |
| Return / Risk | 0.9 |
| Calmar ratio | 0.0739 |
| Sharpe ratio | 0 |
| Sortino ratio | 1.1941 |
| Shvager ratio | 1.107 |
| Prefer horizon | 3 m. |
| Longest drawdown | 3 d. |
| Calculation period | 21 d. |
| Trade days | 14 (93%) |
| History | 21 d. |
| Current stats | |
| Drawdown | 11% / 13% |
| Drawdown duration | 3 / 3 d. |
1.2
Nordstrom
Conservative PAMM-account for medium and long term investments in the dollars
Swen
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