| Average year | -4% |
|---|---|
| Return over 6,6 y. | -21% |
| Average month | -0.3% |
| Last day | 0% |
| Last month | 0.9% |
| Last 3 months | 0.9% |
| Last 6 months | 1.5% |
| Last year | 0.5% |
| Max. Drawdown | 63% |
| Worst day | 38% |
| Max. leverage | 1:29 |
| Stand. deviation | 9.2% |
| Downside Deviation | 6.9% |
| Best day | 18% |
| Volatility | 2.7% |
| Return / Risk | -0.1 |
| Calmar ratio | -0.0048 |
| Sharpe ratio | -0.119 |
| Sortino ratio | -0.1596 |
| Shvager ratio | 1.091 |
| Prefer horizon | 24 m. |
| Longest drawdown | 4,6 y. |
| Calculation period | 6,6 y. |
| Trade days | 1018 (59%) |
| History | 6,6 y. |
| Current stats | |
| Drawdown | 53% / 63% |
| Drawdown duration | 4.6 / 4,6 y. |
| Max. leverage | 29 / 100 |
| Worst day | 38 / 50% |
2.8
Tiger_M ручная авторская тс
Aggressive PAMM-account for long term investments in the dollars
Tiger_R
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