PAMM Statistics

 
Updated at Apr 11, 2016
Average year -78%
Return over 29 d. -11%
Average month -11.8%
Last day 0.8%
Max. Drawdown 21%
Worst day 7%
Max. leverage 1:27
Stand. deviation
Downside Deviation 11.6%
Best day 2%
Volatility 3.2%
Return / Risk -3.7
Calmar ratio -0.5602
Sharpe ratio 0
Sortino ratio -1.0833
Shvager ratio 0.969
Prefer horizon 3 m.
Longest drawdown 12 d.
Calculation period 29 d.
Trade days 16 (76%)
History 29 d.
Current stats
Drawdown 20% / 21%
Drawdown duration 12 / 12 d.
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