| Average year | -36% |
|---|---|
| Return over 4,5 m. | -15% |
| Average month | -3.6% |
| Last day | 0% |
| Last month | 6.3% |
| Last 3 months | 24% |
| Max. Drawdown | 53% |
| Worst day | 19% |
| Max. leverage | 1:61 |
| Stand. deviation | 25.8% |
| Downside Deviation | 16% |
| Best day | 10% |
| Volatility | 7% |
| Return / Risk | -0.7 |
| Calmar ratio | -0.0682 |
| Sharpe ratio | -0.1713 |
| Sortino ratio | -0.2769 |
| Shvager ratio | 0.685 |
| Prefer horizon | 6 m. |
| Longest drawdown | 4 m. |
| Calculation period | 4,5 m. |
| Trade days | 57 (60%) |
| History | 4,5 m. |
| Current stats | |
| Drawdown | 19% / 53% |
| Drawdown duration | 4 / 4 m. |
| Max. leverage | 61 / 1,000 |
| Worst day | 19 / 80% |
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Cross-Pacific Turbo
Aggressive PAMM-account for medium and long term investments in the dollars
Danil Lukovnikov
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