| Average year | 1,397% |
|---|---|
| Return over 5,5 m. | 239% |
| Average month | 25.3% |
| Last day | 21.9% |
| Last month | -0.3% |
| Last 3 months | 125.6% |
| Max. Drawdown | 87% |
| Worst day | 71% |
| Max. leverage | 1:385 |
| Stand. deviation | 20.5% |
| Downside Deviation | 0% |
| Best day | 44% |
| Volatility | 15.8% |
| Return / Risk | 16 |
| Calmar ratio | 0.2904 |
| Sharpe ratio | 1.1935 |
| Sortino ratio | 0 |
| Shvager ratio | 1.116 |
| Prefer horizon | 3 m. |
| Longest drawdown | 17 d. |
| Calculation period | 5,5 m. |
| Trade days | 116 (99%) |
| History | 5,5 m. |
| Current stats | |
| Drawdown | 44% / 87% |
| Drawdown duration | 13 / 17 d. |
2.7
Kangaroo 5
Aggressive PAMM-account for medium and long term investments in the dollars
Vladimir_Alekseevich
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