| Average year | -11% |
|---|---|
| Return over 3 m. | -3% |
| Average month | -1% |
| Last day | 0% |
| Last month | -9.6% |
| Max. Drawdown | 18% |
| Worst day | 15% |
| Max. leverage | 1:62 |
| Stand. deviation | 7.8% |
| Downside Deviation | 5.7% |
| Best day | 4% |
| Volatility | 2.4% |
| Return / Risk | -0.6 |
| Calmar ratio | -0.0546 |
| Sharpe ratio | -0.2296 |
| Sortino ratio | -0.3148 |
| Shvager ratio | 0.816 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1 m. |
| Calculation period | 3 m. |
| Trade days | 44 (69%) |
| History | 3 m. |
| Current stats | |
| Drawdown | 10% / 18% |
| Drawdown duration | 1 / 1 m. |
0.8
TIO Neuronets TIO Neuronets
Conservative PAMM-account for medium and long term investments in the dollars
Titov Igor
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