PAMM Statistics

 
Updated at Aug 5, 2016
Average year -88%
Return over 26 d. -14%
Average month -16.2%
Last day 0%
Max. Drawdown 23%
Worst day 15%
Max. leverage 1:33
Stand. deviation
Downside Deviation 15%
Best day 7%
Volatility 8.6%
Return / Risk -3.8
Calmar ratio -0.7023
Sharpe ratio 0
Sortino ratio -1.1299
Shvager ratio 0.551
Prefer horizon 3 m.
Longest drawdown 12 d.
Calculation period 26 d.
Trade days 16 (80%)
History 28 d.
Current stats
Drawdown 23% / 23%
Drawdown duration 9 / 12 d.
Max. leverage 33 / 55
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