PAMM Statistics

 
Updated at Sep 29, 2015
Average year -100%
Return over 26 d. -39%
Average month -43.7%
Last day 0%
Max. Drawdown 42%
Worst day 31%
Max. leverage 1:90
Stand. deviation
Downside Deviation 39.7%
Best day 2%
Volatility 13.7%
Return / Risk -2.4
Calmar ratio -1.045
Sharpe ratio 0
Sortino ratio -1.1214
Shvager ratio 0.367
Prefer horizon 3 m.
Longest drawdown 9 d.
Calculation period 26 d.
Trade days 7 (39%)
History 26 d.
Current stats
Drawdown 42% / 42%
Drawdown duration 9 / 9 d.
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