| Average year | -100% |
|---|---|
| Return over 2,5 m. | -98% |
| Average month | -81.4% |
| Last day | 65.9% |
| Last month | -97.4% |
| Max. Drawdown | 99% |
| Worst day | 96% |
| Max. leverage | 1:835 |
| Stand. deviation | 122.1% |
| Downside Deviation | 59.6% |
| Best day | 66% |
| Volatility | 30.3% |
| Return / Risk | -1 |
| Calmar ratio | -0.8218 |
| Sharpe ratio | -0.6732 |
| Sortino ratio | -1.3789 |
| Shvager ratio | 0.984 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 2,5 m. |
| Trade days | 48 (94%) |
| History | 2,5 m. |
| Current stats | |
| Drawdown | 98% / 99% |
| Drawdown duration | 2 / 2 m. |
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Perekypchik1981 Внутридневная
Aggressive PAMM-account for medium and long term investments in the rubles
Perekypchik
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