| Average year | -100% |
|---|---|
| Return over 2,5 m. | -79% |
| Average month | -44.2% |
| Last day | 0% |
| Last month | -83% |
| Max. Drawdown | 85% |
| Worst day | 74% |
| Max. leverage | 1:453 |
| Stand. deviation | 108.6% |
| Downside Deviation | 42.5% |
| Best day | 46% |
| Volatility | 15.2% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.5218 |
| Sharpe ratio | -0.4143 |
| Sortino ratio | -1.0591 |
| Shvager ratio | 0.961 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 2,5 m. |
| Trade days | 46 (77%) |
| History | 2,5 m. |
| Current stats | |
| Drawdown | 84% / 85% |
| Drawdown duration | 25 / 28 d. |
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Sibtrade2018 Доход 5-10 проц. в мес.
Aggressive PAMM-account for medium and long term investments in the rubles
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