| Average year | -75% |
|---|---|
| Return over 6 m. | -50% |
| Average month | -10.8% |
| Last day | 0% |
| Last month | -56.6% |
| Last 3 months | -42.4% |
| Max. Drawdown | 60% |
| Worst day | 26% |
| Max. leverage | 1:47 |
| Stand. deviation | 48.4% |
| Downside Deviation | 25.5% |
| Best day | 11% |
| Volatility | 5.4% |
| Return / Risk | -1.2 |
| Calmar ratio | -0.1801 |
| Sharpe ratio | -0.2389 |
| Sortino ratio | -0.4541 |
| Shvager ratio | 0.94 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1,5 m. |
| Calculation period | 6 m. |
| Trade days | 122 (93%) |
| History | 6 m. |
| Current stats | |
| Drawdown | 60% / 60% |
| Drawdown duration | 19 d. / 1,5 m. |
0
Arctic Owl
Aggressive PAMM-account for medium and long term investments in the rubles
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