| Average year | 14% |
|---|---|
| Return over 2,8 y. | 44% |
| Average month | 1.1% |
| Last day | 0% |
| Last month | 0.4% |
| Last 3 months | 3.4% |
| Last 6 months | 3.7% |
| Last year | 6.1% |
| Max. Drawdown | 54% |
| Worst day | 46% |
| Max. leverage | 1:107 |
| Stand. deviation | 8.5% |
| Downside Deviation | 4.7% |
| Best day | 24% |
| Volatility | 5% |
| Return / Risk | 0.3 |
| Calmar ratio | 0.0199 |
| Sharpe ratio | 0.0331 |
| Sortino ratio | 0.0594 |
| Shvager ratio | 1 |
| Prefer horizon | 12 m. |
| Longest drawdown | 1,1 y. |
| Calculation period | 2,8 y. |
| Trade days | 219 (29%) |
| History | 2,8 y. |
| Current stats | |
| Drawdown | 0% / 54% |
| Drawdown duration | — / 1,1 y. |
| Max. leverage | 107 / 200 |
| Worst day | 46 / 50% |
2.4
DayRest отбойная стратегия
Aggressive PAMM-account for long term investments in the euro
z0nberg
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