| Average year | -16% |
|---|---|
| Return over 27 d. | -1% |
| Average month | -1.4% |
| Last day | -1.4% |
| Max. Drawdown | 2% |
| Worst day | 1% |
| Max. leverage | 1:10 |
| Stand. deviation | — |
| Downside Deviation | 2% |
| Best day | 1% |
| Volatility | 1.2% |
| Return / Risk | -7.2 |
| Calmar ratio | -0.6487 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1251 |
| Shvager ratio | 0.597 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 27 d. |
| Trade days | 4 (21%) |
| History | 27 d. |
| Current stats | |
| Drawdown | 2% / 2% |
| Drawdown duration | 19 / 19 d. |
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Pamm-RUR
Conservative PAMM-account for medium and long term investments in the rubles
Alexandr0204
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