PAMM Statistics

 
Updated at Apr 6, 2015
Average year -100%
Return over 22 d. -33%
Average month -43.2%
Last day 0%
Max. Drawdown 64%
Worst day 60%
Max. leverage 1:535
Stand. deviation
Downside Deviation 33.4%
Best day 13%
Volatility 12.8%
Return / Risk -1.6
Calmar ratio -0.6762
Sharpe ratio 0
Sortino ratio -1.3201
Shvager ratio 0.383
Prefer horizon 3 m.
Longest drawdown 15 d.
Calculation period 22 d.
Trade days 13 (81%)
History 24 d.
Current stats
Drawdown 41% / 64%
Drawdown duration 15 / 15 d.
Max. leverage 535 / 500
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