| Average year | -94% |
|---|---|
| Return over 1 m. | -22% |
| Average month | -20.9% |
| Last day | 0% |
| Last month | -21.8% |
| Max. Drawdown | 74% |
| Worst day | 54% |
| Max. leverage | 1:558 |
| Stand. deviation | 27.1% |
| Downside Deviation | 22% |
| Best day | 23% |
| Volatility | 12.7% |
| Return / Risk | -1.3 |
| Calmar ratio | -0.2807 |
| Sharpe ratio | -0.8011 |
| Sortino ratio | -0.9844 |
| Shvager ratio | 0.368 |
| Prefer horizon | 3 m. |
| Longest drawdown | 18 d. |
| Calculation period | 1 m. |
| Trade days | 16 (73%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 30% / 74% |
| Drawdown duration | 18 / 18 d. |
| Max. leverage | 558 / 1,000 |
| Worst day | 54 / 75% |
0
Long revange
Aggressive PAMM-account for medium and long term investments in the rubles
system32exe
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