PAMM Statistics

 
Updated at Aug 24, 2017
Average year -88%
Return over 24 d. -13%
Average month -16.3%
Last day -31.2%
Max. Drawdown 84%
Worst day 82%
Max. leverage 1:703
Stand. deviation
Downside Deviation 13.8%
Best day 29%
Volatility 22.7%
Return / Risk -1.1
Calmar ratio -0.1953
Sharpe ratio 0
Sortino ratio -1.2393
Shvager ratio 0.364
Prefer horizon 3 m.
Longest drawdown 2 d.
Calculation period 24 d.
Trade days 18 (100%)
History 24 d.
Current stats
Drawdown 71% / 84%
Drawdown duration 1 / 2 d.
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