PAMM Statistics

 
Updated at Apr 27, 2015
Average year -98%
Return over 29 d. -26%
Average month -28.1%
Last day -4%
Max. Drawdown 43%
Worst day 23%
Max. leverage 1:120
Stand. deviation
Downside Deviation 26.8%
Best day 12%
Volatility 9.8%
Return / Risk -2.3
Calmar ratio -0.6556
Sharpe ratio 0
Sortino ratio -1.078
Shvager ratio 0.647
Prefer horizon 3 m.
Longest drawdown 19 d.
Calculation period 29 d.
Trade days 20 (95%)
History 29 d.
Current stats
Drawdown 40% / 43%
Drawdown duration 19 / 19 d.
Max. leverage 120 / 40
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