PAMM Statistics

 
Updated at Feb 26, 2015
Average year -100%
Return over 25 d. -85%
Average month -86.1%
Last day -89.5%
Max. Drawdown 93%
Worst day 91%
Max. leverage 1:369
Stand. deviation
Downside Deviation 85.4%
Best day 70%
Volatility 32.1%
Return / Risk -1.1
Calmar ratio -0.9238
Sharpe ratio 0
Sortino ratio -1.0169
Shvager ratio 0.813
Prefer horizon 3 m.
Longest drawdown 6 d.
Calculation period 25 d.
Trade days 18 (95%)
History 26 d.
Current stats
Drawdown 93% / 93%
Drawdown duration 1 / 6 d.
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