| Average year | -25% |
|---|---|
| Return over 2,5 m. | -6% |
| Average month | -2.4% |
| Last day | -17.2% |
| Last month | -23.7% |
| Max. Drawdown | 27% |
| Worst day | 18% |
| Max. leverage | 1:51 |
| Stand. deviation | 12.3% |
| Downside Deviation | 8.1% |
| Best day | 16% |
| Volatility | 4% |
| Return / Risk | -0.9 |
| Calmar ratio | -0.0879 |
| Sharpe ratio | -0.2581 |
| Sortino ratio | -0.3925 |
| Shvager ratio | 0.964 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1 m. |
| Calculation period | 2,5 m. |
| Trade days | 52 (100%) |
| History | 2,5 m. |
| Current stats | |
| Drawdown | 27% / 27% |
| Drawdown duration | 1 / 1 m. |
0.7
Martin-Pro6 Автоматическая торговля
Aggressive PAMM-account for medium and long term investments in the dollars
Citronum
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