| Average year | -89% |
|---|---|
| Return over 1,5 m. | -27% |
| Average month | -17.1% |
| Last day | 0% |
| Last month | -26.6% |
| Max. Drawdown | 41% |
| Worst day | 18% |
| Stand. deviation | 10.8% |
| Downside Deviation | 15.4% |
| Best day | 16% |
| Volatility | 0% |
| Return / Risk | -2.2 |
| Calmar ratio | -0.4186 |
| Sharpe ratio | -1.6576 |
| Sortino ratio | -1.1629 |
| Shvager ratio | 0.61 |
| Prefer horizon | 3 m. |
| Longest drawdown | 27 d. |
| Calculation period | 1,5 m. |
| Trade days | 0 (0%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 30% / 41% |
| Drawdown duration | 27 / 27 d. |
0.8
Treider_KURT
Aggressive PAMM-account for medium and long term investments in the rubles
Treider_KURT
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