PAMM Statistics

 
Updated at Sep 18, 2017
Average year -36%
Return over 21 d. -2%
Average month -3.7%
Last day 0.6%
Max. Drawdown 8%
Worst day 4%
Max. leverage 1:12
Stand. deviation
Downside Deviation 3.2%
Best day 2%
Volatility 2.8%
Return / Risk -4.2
Calmar ratio -0.4305
Sharpe ratio 0
Sortino ratio -1.3929
Shvager ratio 0.835
Prefer horizon 3 m.
Longest drawdown 18 d.
Calculation period 21 d.
Trade days 6 (40%)
History 21 d.
Current stats
Drawdown 6% / 8%
Drawdown duration 18 / 18 d.
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