| Average year | -100% |
|---|---|
| Return over 1,5 m. | -59% |
| Average month | -43.3% |
| Last day | 0% |
| Last month | -43.9% |
| Max. Drawdown | 70% |
| Worst day | 38% |
| Max. leverage | 1:104 |
| Stand. deviation | 103.4% |
| Downside Deviation | 47.7% |
| Best day | 20% |
| Volatility | 27.7% |
| Return / Risk | -1.4 |
| Calmar ratio | -0.6169 |
| Sharpe ratio | -0.4265 |
| Sortino ratio | -0.9248 |
| Shvager ratio | 0.598 |
| Prefer horizon | 3 m. |
| Longest drawdown | 28 d. |
| Calculation period | 1,5 m. |
| Trade days | 14 (42%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 66% / 70% |
| Drawdown duration | 28 / 28 d. |
0
IBF-12.02.19
Aggressive PAMM-account for medium and long term investments in the dollars
Daigre
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