| Average year | -91% |
|---|---|
| Return over 1 y. | -91% |
| Average month | -18.2% |
| Last day | 0% |
| Last month | 31.2% |
| Last 3 months | -94.4% |
| Last 6 months | -94.2% |
| Last year | -94.3% |
| Max. Drawdown | 97% |
| Worst day | 90% |
| Max. leverage | 1:1,797 |
| Stand. deviation | 165.5% |
| Downside Deviation | 28.1% |
| Best day | 77% |
| Volatility | 9.1% |
| Return / Risk | -0.9 |
| Calmar ratio | -0.1875 |
| Sharpe ratio | -0.115 |
| Sortino ratio | -0.6764 |
| Shvager ratio | 0.908 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 1 y. |
| Trade days | 220 (84%) |
| History | 1 y. |
| Current stats | |
| Drawdown | 94% / 97% |
| Drawdown duration | 1.5 / 2 m. |
0
FSV21
Aggressive PAMM-account for medium and long term investments in the rubles
Sergey0865
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