| Average year | -100% |
|---|---|
| Return over 22 d. | -39% |
| Average month | -51.3% |
| Last day | 0% |
| Max. Drawdown | 51% |
| Worst day | 28% |
| Max. leverage | 1:64 |
| Stand. deviation | — |
| Downside Deviation | 40.2% |
| Best day | 3% |
| Volatility | 17.6% |
| Return / Risk | -2 |
| Calmar ratio | -1.013 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.2966 |
| Shvager ratio | 0.207 |
| Prefer horizon | 3 m. |
| Longest drawdown | 20 d. |
| Calculation period | 22 d. |
| Trade days | 6 (38%) |
| History | 22 d. |
| Current stats | |
| Drawdown | 42% / 51% |
| Drawdown duration | 20 / 20 d. |
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Up Rub Точечный вход в рынок
Aggressive PAMM-account for medium and long term investments in the rubles
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