PAMM Statistics

 
Updated at Apr 20, 2015
Average year 15%
Return over 19 d. 1%
Average month 1.2%
Last day -0.2%
Max. Drawdown 9%
Worst day 3%
Max. leverage 1:10
Stand. deviation
Downside Deviation 0.1%
Best day 4%
Volatility 2.5%
Return / Risk 1.7
Calmar ratio 0.132
Sharpe ratio 0
Sortino ratio 3.2874
Shvager ratio 1.582
Prefer horizon 3 m.
Longest drawdown 5 d.
Calculation period 19 d.
Trade days 13 (100%)
History 19 d.
Current stats
Drawdown 9% / 9%
Drawdown duration 5 / 5 d.
Max. leverage 10 / 10
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