PAMM Statistics

 
Updated at Apr 20, 2015
Average year -93%
Return over 29 d. -18%
Average month -20.1%
Last day 44.3%
Max. Drawdown 67%
Worst day 37%
Max. leverage 1:326
Stand. deviation
Downside Deviation 19.3%
Best day 44%
Volatility 21.8%
Return / Risk -1.4
Calmar ratio -0.3013
Sharpe ratio 0
Sortino ratio -1.0815
Shvager ratio 0.798
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 29 d.
Trade days 20 (95%)
History 29 d.
Current stats
Drawdown 34% / 67%
Drawdown duration 14 / 14 d.
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