| Average year | -81% |
|---|---|
| Return over 1,5 y. | -92% |
| Average month | -12.9% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | 0% |
| Last 6 months | -77.6% |
| Last year | -90.6% |
| Max. Drawdown | 96% |
| Worst day | 36% |
| Max. leverage | 1:40 |
| Stand. deviation | 35.6% |
| Downside Deviation | 23.4% |
| Best day | 32% |
| Volatility | 9.5% |
| Return / Risk | -0.8 |
| Calmar ratio | -0.1354 |
| Sharpe ratio | -0.3863 |
| Sortino ratio | -0.5869 |
| Shvager ratio | 0.847 |
| Prefer horizon | 18 m. |
| Longest drawdown | 1,3 y. |
| Calculation period | 1,5 y. |
| Trade days | 308 (79%) |
| History | 1,5 y. |
| Current stats | |
| Drawdown | 96% / 96% |
| Drawdown duration | 1.3 / 1,3 y. |
0.4
FORTKNOX INC
Aggressive PAMM-account for long term investments in the dollars
pomtom03
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