PAMM Statistics

 
Updated at Sep 19, 2014
Average year -100%
Return over 17 d. -31%
Average month -46.6%
Last day 9.4%
Max. Drawdown 89%
Worst day 59%
Max. leverage 1:670
Stand. deviation
Downside Deviation 31.7%
Best day 68%
Volatility 40.9%
Return / Risk -1.1
Calmar ratio -0.5242
Sharpe ratio 0
Sortino ratio -1.4919
Shvager ratio 0.844
Prefer horizon 3 m.
Longest drawdown 11 d.
Calculation period 17 d.
Trade days 13 (100%)
History 17 d.
Current stats
Drawdown 48% / 89%
Drawdown duration 11 / 11 d.
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