| Average year | -15% |
|---|---|
| Return over 5,5 m. | -7% |
| Average month | -1.4% |
| Last day | 33.6% |
| Last month | 112.4% |
| Last 3 months | -54.9% |
| Max. Drawdown | 88% |
| Worst day | 52% |
| Max. leverage | 1:135 |
| Stand. deviation | 104.6% |
| Downside Deviation | 32.3% |
| Best day | 42% |
| Volatility | 15.9% |
| Return / Risk | -0.2 |
| Calmar ratio | -0.0155 |
| Sharpe ratio | -0.0207 |
| Sortino ratio | -0.0671 |
| Shvager ratio | 1.082 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 5,5 m. |
| Trade days | 118 (100%) |
| History | 5,5 m. |
| Current stats | |
| Drawdown | 60% / 88% |
| Drawdown duration | 2 / 2 m. |
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FX SW
Aggressive PAMM-account for medium and long term investments in the dollars
Vladimir_Alekseevich
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