| Average year | -81% |
|---|---|
| Return over 1,5 m. | -20% |
| Average month | -12.9% |
| Last day | 0% |
| Last month | -12.1% |
| Max. Drawdown | 26% |
| Worst day | 11% |
| Max. leverage | 1:46 |
| Stand. deviation | 19.1% |
| Downside Deviation | 16.3% |
| Best day | 12% |
| Volatility | 7.9% |
| Return / Risk | -3.1 |
| Calmar ratio | -0.4932 |
| Sharpe ratio | -0.7134 |
| Sortino ratio | -0.8361 |
| Shvager ratio | 0.898 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1 m. |
| Calculation period | 1,5 m. |
| Trade days | 17 (49%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 26% / 26% |
| Drawdown duration | 1 / 1 m. |
0.3
Mr. Green
Conservative PAMM-account for medium and long term investments in the rubles
Darth_Trader
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