| Average year | 7% |
|---|---|
| Return over 3,3 y. | 26% |
| Average month | 0.6% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | 0% |
| Last 6 months | 2.3% |
| Last year | 2.6% |
| Max. Drawdown | 15% |
| Worst day | 13% |
| Max. leverage | 1:229 |
| Stand. deviation | 2.6% |
| Downside Deviation | 1.5% |
| Best day | 10% |
| Volatility | 1.4% |
| Return / Risk | 0.5 |
| Calmar ratio | 0.04 |
| Sharpe ratio | -0.0814 |
| Sortino ratio | -0.1484 |
| Shvager ratio | 0.9 |
| Prefer horizon | 18 m. |
| Longest drawdown | 1,5 y. |
| Calculation period | 3,3 y. |
| Trade days | 202 (23%) |
| History | 3,3 y. |
| Current stats | |
| Drawdown | 4% / 15% |
| Drawdown duration | 1.5 / 1,5 y. |
2.4
Frasco Нет описания
Conservative PAMM-account for long term investments in the dollars
FXsfera
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