| Average year | -4% |
|---|---|
| Return over 5 m. | -2% |
| Average month | -0.4% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | -2.7% |
| Max. Drawdown | 61% |
| Worst day | 51% |
| Max. leverage | 1:462 |
| Stand. deviation | 22.5% |
| Downside Deviation | 13.6% |
| Best day | 8% |
| Volatility | 5.4% |
| Return / Risk | -0.1 |
| Calmar ratio | -0.0058 |
| Sharpe ratio | -0.0512 |
| Sortino ratio | -0.0845 |
| Shvager ratio | 0.393 |
| Prefer horizon | 3 m. |
| Longest drawdown | 3 m. |
| Calculation period | 5 m. |
| Trade days | 40 (38%) |
| History | 5 m. |
| Current stats | |
| Drawdown | 18% / 61% |
| Drawdown duration | 3 / 3 m. |
0.1
Torts_pamm
Aggressive PAMM-account for medium and long term investments in the euro
torts
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