| Average year | 14% |
|---|---|
| Return over 1,7 y. | 26% |
| Average month | 1.1% |
| Last day | 0.4% |
| Last month | 2.2% |
| Last 3 months | 8.5% |
| Last 6 months | 3.4% |
| Last year | 8.5% |
| Max. Drawdown | 17% |
| Worst day | 7% |
| Max. leverage | 1:20 |
| Stand. deviation | 5.9% |
| Downside Deviation | 3.5% |
| Best day | 8% |
| Volatility | 2.1% |
| Return / Risk | 0.8 |
| Calmar ratio | 0.0651 |
| Sharpe ratio | 0.0547 |
| Sortino ratio | 0.0928 |
| Shvager ratio | 1.3 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2,5 m. |
| Calculation period | 1,7 y. |
| Trade days | 445 (99%) |
| History | 1,7 y. |
| Current stats | |
| Drawdown | 2% / 17% |
| Drawdown duration | 1 d. / 2,5 m. |
2.8
Play Safe Reversal
Conservative PAMM-account for medium and long term investments in the dollars
Tai_Chi_Master
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