PAMM Statistics

 
Updated at Aug 17, 2015
Average year -100%
Return over 29 d. -49%
Average month -52.2%
Last day -18.7%
Max. Drawdown 52%
Worst day 30%
Max. leverage 1:79
Stand. deviation
Downside Deviation 49.8%
Best day 16%
Volatility 11.7%
Return / Risk -1.9
Calmar ratio -1.0072
Sharpe ratio 0
Sortino ratio -1.0636
Shvager ratio 0.738
Prefer horizon 3 m.
Longest drawdown 25 d.
Calculation period 29 d.
Trade days 21 (100%)
History 29 d.
Current stats
Drawdown 52% / 52%
Drawdown duration 25 / 25 d.
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