| Average year | -4% |
|---|---|
| Return over 6,1 y. | -23% |
| Average month | -0.4% |
| Last day | 0% |
| Last month | 0.9% |
| Last 3 months | 1.1% |
| Last 6 months | 0.1% |
| Last year | -2% |
| Max. Drawdown | 63% |
| Worst day | 38% |
| Max. leverage | 1:29 |
| Stand. deviation | 9.6% |
| Downside Deviation | 7.2% |
| Best day | 18% |
| Volatility | 2.8% |
| Return / Risk | -0.1 |
| Calmar ratio | -0.0057 |
| Sharpe ratio | -0.1204 |
| Sortino ratio | -0.1616 |
| Shvager ratio | 1.089 |
| Prefer horizon | 24 m. |
| Longest drawdown | 4,1 y. |
| Calculation period | 6,1 y. |
| Trade days | 996 (62%) |
| History | 6,1 y. |
| Current stats | |
| Drawdown | 54% / 63% |
| Drawdown duration | 4.1 / 4,1 y. |
| Max. leverage | 29 / 100 |
| Worst day | 38 / 50% |
2.5
Tiger_M ручная авторская тс
Aggressive PAMM-account for long term investments in the dollars
Tiger_R
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