| Average year | -93% |
|---|---|
| Return over 5 m. | -67% |
| Average month | -20% |
| Last day | -5.8% |
| Last month | -14.6% |
| Last 3 months | -36.9% |
| Max. Drawdown | 83% |
| Worst day | 29% |
| Max. leverage | 1:87 |
| Stand. deviation | 56% |
| Downside Deviation | 30.7% |
| Best day | 53% |
| Volatility | 12% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.241 |
| Sharpe ratio | -0.3711 |
| Sortino ratio | -0.6775 |
| Shvager ratio | 1.084 |
| Prefer horizon | 3 m. |
| Longest drawdown | 4 m. |
| Calculation period | 5 m. |
| Trade days | 105 (98%) |
| History | 5 m. |
| Current stats | |
| Drawdown | 77% / 83% |
| Drawdown duration | 4 / 4 m. |
0
MT2-10_pct-16_strats
Aggressive PAMM-account for medium and long term investments in the dollars
croydon
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