PAMM Statistics

 
Updated at Jul 27, 2017
Average year -83%
Return over 28 d. -13%
Average month -13.6%
Last day -8.1%
Max. Drawdown 22%
Worst day 14%
Max. leverage 1:33
Stand. deviation
Downside Deviation 13.8%
Best day 8%
Volatility 14.4%
Return / Risk -3.7
Calmar ratio -0.6119
Sharpe ratio 0
Sortino ratio -1.0438
Shvager ratio 0.826
Prefer horizon 3 m.
Longest drawdown 5 d.
Calculation period 28 d.
Trade days 4 (20%)
History 28 d.
Current stats
Drawdown 22% / 22%
Drawdown duration 3 / 5 d.
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