| Average year | -63% |
|---|---|
| Return over 29 d. | -7% |
| Average month | -7.9% |
| Last day | -13.7% |
| Max. Drawdown | 35% |
| Worst day | 19% |
| Max. leverage | 1:46 |
| Stand. deviation | — |
| Downside Deviation | 8% |
| Best day | 13% |
| Volatility | 5.8% |
| Return / Risk | -1.8 |
| Calmar ratio | -0.2265 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.0823 |
| Shvager ratio | 0.849 |
| Prefer horizon | 3 m. |
| Longest drawdown | 6 d. |
| Calculation period | 29 d. |
| Trade days | 20 (95%) |
| History | 29 d. |
| Current stats | |
| Drawdown | 35% / 35% |
| Drawdown duration | 5 / 6 d. |
0
Sibir invest ложный пробой в нутри дня
Aggressive PAMM-account for medium and long term investments in the rubles
viktor22rus
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