| Average year | -60% |
|---|---|
| Return over 8,5 m. | -47% |
| Average month | -7.4% |
| Last day | 0% |
| Last month | -69.6% |
| Last 3 months | -43.8% |
| Last 6 months | -47.3% |
| Max. Drawdown | 74% |
| Worst day | 48% |
| Max. leverage | 1:73 |
| Stand. deviation | 28% |
| Downside Deviation | 18.4% |
| Best day | 22% |
| Volatility | 7.9% |
| Return / Risk | -0.8 |
| Calmar ratio | -0.0997 |
| Sharpe ratio | -0.2913 |
| Sortino ratio | -0.4439 |
| Shvager ratio | 0.716 |
| Prefer horizon | 3 m. |
| Longest drawdown | 3 m. |
| Calculation period | 8,5 m. |
| Trade days | 177 (97%) |
| History | 8,5 m. |
| Current stats | |
| Drawdown | 74% / 74% |
| Drawdown duration | 9 d. / 3 m. |
0
J.Cook
Aggressive PAMM-account for medium and long term investments in the dollars
Andrey Sabitov
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