| Average year | -88% |
|---|---|
| Return over 4 m. | -51% |
| Average month | -16.3% |
| Last day | 0% |
| Last month | -17.3% |
| Last 3 months | -59.1% |
| Max. Drawdown | 81% |
| Worst day | 49% |
| Max. leverage | 1:174 |
| Stand. deviation | 32.5% |
| Downside Deviation | 24.4% |
| Best day | 41% |
| Volatility | 14.7% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.2021 |
| Sharpe ratio | -0.5263 |
| Sortino ratio | -0.7028 |
| Shvager ratio | 1.216 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 4 m. |
| Trade days | 83 (95%) |
| History | 4 m. |
| Current stats | |
| Drawdown | 61% / 81% |
| Drawdown duration | 2 / 2 m. |
| Max. leverage | 174 / 200 |
0
Pairs trading Statistical arbitrage
Aggressive PAMM-account for medium and long term investments in the dollars
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