| Average year | -2% |
|---|---|
| Return over 5,4 y. | -10% |
| Average month | -0.2% |
| Last day | 1% |
| Last month | 4% |
| Last 3 months | 4.9% |
| Last 6 months | 4.7% |
| Last year | 12.9% |
| Max. Drawdown | 51% |
| Worst day | 15% |
| Max. leverage | 1:12 |
| Stand. deviation | 5.6% |
| Downside Deviation | 4.1% |
| Best day | 12% |
| Volatility | 1.6% |
| Return / Risk | 0 |
| Calmar ratio | -0.0033 |
| Sharpe ratio | -0.1733 |
| Sortino ratio | -0.2333 |
| Shvager ratio | 0.932 |
| Prefer horizon | 24 m. |
| Longest drawdown | 3,9 y. |
| Calculation period | 5,4 y. |
| Trade days | 1373 (97%) |
| History | 5,4 y. |
| Current stats | |
| Drawdown | 33% / 51% |
| Drawdown duration | 3.9 / 3,9 y. |
2.9
FX_Direct
Aggressive PAMM-account for long term investments in the dollars
Владимирович
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