PAMM Statistics

 
Updated at Sep 28, 2015
Average year -30%
Return over 26 d. -2%
Average month -2.9%
Last day 0%
Max. Drawdown 36%
Worst day 19%
Max. leverage 1:73
Stand. deviation
Downside Deviation 3.2%
Best day 14%
Volatility 14.4%
Return / Risk -0.8
Calmar ratio -0.0817
Sharpe ratio 0
Sortino ratio -1.1643
Shvager ratio 1.347
Prefer horizon 3 m.
Longest drawdown 13 d.
Calculation period 26 d.
Trade days 12 (67%)
History 26 d.
Current stats
Drawdown 28% / 36%
Drawdown duration 13 / 13 d.
Max. leverage 73 / 500
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