| Average year | -100% |
|---|---|
| Return over 3 m. | -77% |
| Average month | -37% |
| Last day | -3.4% |
| Last month | -45.7% |
| Last 3 months | -76.4% |
| Max. Drawdown | 77% |
| Worst day | 28% |
| Max. leverage | 1:59 |
| Stand. deviation | 48.8% |
| Downside Deviation | 39.9% |
| Best day | 13% |
| Volatility | 8.3% |
| Return / Risk | -1.3 |
| Calmar ratio | -0.4775 |
| Sharpe ratio | -0.7749 |
| Sortino ratio | -0.948 |
| Shvager ratio | 0.66 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2,5 m. |
| Calculation period | 3 m. |
| Trade days | 63 (90%) |
| History | 3 m. |
| Current stats | |
| Drawdown | 77% / 77% |
| Drawdown duration | 2.5 / 2,5 m. |
0
XRich Возможно всё.
Aggressive PAMM-account for medium and long term investments in the dollars
Oleg Kriss
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