| Average year | -81% |
|---|---|
| Return over 2 m. | -22% |
| Average month | -12.8% |
| Last day | 0.3% |
| Last month | -5.5% |
| Max. Drawdown | 42% |
| Worst day | 20% |
| Max. leverage | 1:50 |
| Stand. deviation | 48.2% |
| Downside Deviation | 25.2% |
| Best day | 7% |
| Volatility | 6.8% |
| Return / Risk | -1.9 |
| Calmar ratio | -0.3091 |
| Sharpe ratio | -0.2828 |
| Sortino ratio | -0.541 |
| Shvager ratio | 0.802 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1,5 m. |
| Calculation period | 2 m. |
| Trade days | 31 (79%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 28% / 42% |
| Drawdown duration | 1.5 / 1,5 m. |
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Proffinance.24.ru
Aggressive PAMM-account for medium and long term investments in the dollars
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