| Average year | -82% |
|---|---|
| Return over 2 m. | -23% |
| Average month | -13.3% |
| Last day | -19.3% |
| Last month | -18.7% |
| Max. Drawdown | 34% |
| Worst day | 24% |
| Max. leverage | 1:100 |
| Stand. deviation | 2% |
| Downside Deviation | 12.9% |
| Best day | 25% |
| Volatility | 12.3% |
| Return / Risk | -2.4 |
| Calmar ratio | -0.3848 |
| Sharpe ratio | -6.893 |
| Sortino ratio | -1.0887 |
| Shvager ratio | 0.949 |
| Prefer horizon | 3 m. |
| Longest drawdown | 19 d. |
| Calculation period | 2 m. |
| Trade days | 39 (100%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 34% / 34% |
| Drawdown duration | 18 / 19 d. |
0.8
Slot - rur
Aggressive PAMM-account for medium and long term investments in the rubles
slootamal
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