| Average year | 21% |
|---|---|
| Return over 5 m. | 9% |
| Average month | 1.6% |
| Last day | 0% |
| Last month | 2.1% |
| Last 3 months | 7.4% |
| Max. Drawdown | 54% |
| Worst day | 26% |
| Max. leverage | 1:99 |
| Stand. deviation | 20.9% |
| Downside Deviation | 10.8% |
| Best day | 32% |
| Volatility | 9.2% |
| Return / Risk | 0.4 |
| Calmar ratio | 0.0305 |
| Sharpe ratio | 0.0401 |
| Sortino ratio | 0.0773 |
| Shvager ratio | 1.462 |
| Prefer horizon | 6 m. |
| Longest drawdown | 5 m. |
| Calculation period | 5 m. |
| Trade days | 53 (46%) |
| History | 5,5 m. |
| Current stats | |
| Drawdown | 12% / 54% |
| Drawdown duration | 5 / 5 m. |
0.7
SystemX2.E1 SystemX2.E1
Aggressive PAMM-account for medium and long term investments in the dollars
siralex
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