| Average year | 84% |
|---|---|
| Return over 8,5 m. | 54% |
| Average month | 5.2% |
| Last day | 0% |
| Last month | 16.9% |
| Last 3 months | 28.8% |
| Last 6 months | 36.2% |
| Max. Drawdown | 19% |
| Worst day | 16% |
| Max. leverage | 1:78 |
| Stand. deviation | 7.1% |
| Downside Deviation | 4.1% |
| Best day | 15% |
| Volatility | 4.5% |
| Return / Risk | 4.4 |
| Calmar ratio | 0.2708 |
| Sharpe ratio | 0.6243 |
| Sortino ratio | 1.0901 |
| Shvager ratio | 0.815 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 8,5 m. |
| Trade days | 87 (47%) |
| History | 8,5 m. |
| Current stats | |
| Drawdown | 0% / 19% |
| Drawdown duration | — / 2 m. |
3.3
Singapore dragon Усреднение со стопами
Aggressive PAMM-account for medium and long term investments in the dollars
surupik777
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