PAMM Statistics

 
Updated at Jan 9, 2017
Average year -88%
Return over 22 d. -12%
Average month -16.2%
Last day 0%
Max. Drawdown 14%
Worst day 7%
Max. leverage 1:14
Stand. deviation
Downside Deviation 12.4%
Best day 2%
Volatility 3.1%
Return / Risk -6.3
Calmar ratio -1.1554
Sharpe ratio 0
Sortino ratio -1.3745
Shvager ratio 0.615
Prefer horizon 3 m.
Longest drawdown 15 d.
Calculation period 22 d.
Trade days 11 (69%)
History 22 d.
Current stats
Drawdown 14% / 14%
Drawdown duration 15 / 15 d.
Max. leverage 14 / 25
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