PAMM Statistics

 
Updated at Sep 1, 2017
Average year -57%
Return over 26 d. -6%
Average month -6.8%
Last day 0%
Max. Drawdown 16%
Worst day 7%
Max. leverage 1:18
Stand. deviation
Downside Deviation 6.7%
Best day 6%
Volatility 5.1%
Return / Risk -3.5
Calmar ratio -0.4182
Sharpe ratio 0
Sortino ratio -1.1277
Shvager ratio 0.904
Prefer horizon 3 m.
Longest drawdown 13 d.
Calculation period 26 d.
Trade days 19 (95%)
History 26 d.
Current stats
Drawdown 16% / 16%
Drawdown duration 3 / 13 d.
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