| Average year | 576% |
|---|---|
| Return over 21 d. | 13% |
| Average month | 17.3% |
| Last day | 32.7% |
| Max. Drawdown | 64% |
| Worst day | 43% |
| Max. leverage | 1:109 |
| Stand. deviation | — |
| Downside Deviation | 0% |
| Best day | 34% |
| Volatility | 25.8% |
| Return / Risk | 8.9 |
| Calmar ratio | 0.2682 |
| Sharpe ratio | 0 |
| Sortino ratio | 0 |
| Shvager ratio | 1.203 |
| Prefer horizon | 3 m. |
| Longest drawdown | 8 d. |
| Calculation period | 21 d. |
| Trade days | 15 (100%) |
| History | 21 d. |
| Current stats | |
| Drawdown | 14% / 64% |
| Drawdown duration | 8 / 8 d. |
2.5
SHEN2023
Aggressive PAMM-account for medium and long term investments in the dollars
liaofan
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