| Average year | -10% |
|---|---|
| Return over 1,2 y. | -12% |
| Average month | -0.9% |
| Last day | 0% |
| Last month | -8.6% |
| Last 3 months | -2.5% |
| Last 6 months | 3.9% |
| Last year | -17.7% |
| Max. Drawdown | 50% |
| Worst day | 36% |
| Max. leverage | 1:76 |
| Stand. deviation | 8.5% |
| Downside Deviation | 7% |
| Best day | 20% |
| Volatility | 4.1% |
| Return / Risk | -0.2 |
| Calmar ratio | -0.0181 |
| Sharpe ratio | -0.1998 |
| Sortino ratio | -0.2434 |
| Shvager ratio | 0.873 |
| Prefer horizon | 12 m. |
| Longest drawdown | 10 m. |
| Calculation period | 1,2 y. |
| Trade days | 248 (82%) |
| History | 1,2 y. |
| Current stats | |
| Drawdown | 22% / 50% |
| Drawdown duration | 10 / 10 m. |
1
Alarm3050 по чуть чуть
Aggressive PAMM-account for long term investments in the dollars
elrid
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