PAMM Statistics

 
Updated at Apr 26, 2016
Average year -99%
Return over 21 d. -22%
Average month -30.1%
Last day -38.6%
Max. Drawdown 68%
Worst day 54%
Max. leverage 1:145
Stand. deviation
Downside Deviation 22.5%
Best day 32%
Volatility 22.1%
Return / Risk -1.5
Calmar ratio -0.4459
Sharpe ratio 0
Sortino ratio -1.3755
Shvager ratio 0.739
Prefer horizon 3 m.
Longest drawdown 6 d.
Calculation period 21 d.
Trade days 15 (100%)
History 21 d.
Current stats
Drawdown 61% / 68%
Drawdown duration 6 / 6 d.
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