| Average year | 163% |
|---|---|
| Return over 4 m. | 40% |
| Average month | 8.4% |
| Last day | 0% |
| Last month | 42.5% |
| Last 3 months | 23.2% |
| Max. Drawdown | 73% |
| Worst day | 44% |
| Max. leverage | 1:105 |
| Stand. deviation | 11.8% |
| Downside Deviation | 2.9% |
| Best day | 92% |
| Volatility | 12.7% |
| Return / Risk | 2.2 |
| Calmar ratio | 0.1142 |
| Sharpe ratio | 0.6413 |
| Sortino ratio | 2.576 |
| Shvager ratio | 1.306 |
| Prefer horizon | 3 m. |
| Longest drawdown | 25 d. |
| Calculation period | 4 m. |
| Trade days | 81 (88%) |
| History | 4 m. |
| Current stats | |
| Drawdown | 12% / 73% |
| Drawdown duration | 10 / 25 d. |
| Max. leverage | 105 / 400 |
2.6
FXSA.ORG Ferma_Norm Вместе - мы СИЛА
Aggressive PAMM-account for medium and long term investments in the rubles
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