| Average year | -28% |
|---|---|
| Return over 12 d. | -1% |
| Average month | -2.7% |
| Last day | -2.2% |
| Max. Drawdown | 4% |
| Worst day | 2% |
| Max. leverage | 1:13 |
| Stand. deviation | — |
| Downside Deviation | 2% |
| Best day | 3% |
| Volatility | 5.3% |
| Return / Risk | -6.3 |
| Calmar ratio | -0.603 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.7652 |
| Shvager ratio | 0.865 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 d. |
| Calculation period | 12 d. |
| Trade days | 3 (30%) |
| History | 12 d. |
| Current stats | |
| Drawdown | 4% / 4% |
| Drawdown duration | 2 / 2 d. |
0
AlgoSkill eur
Conservative PAMM-account for medium and long term investments in the euro
Opus_Magnum
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