PAMM Statistics

 
Updated at Feb 13, 2018
Average year -85%
Return over 22 d. -10%
Average month -14.5%
Last day 0.3%
Max. Drawdown 63%
Worst day 63%
Max. leverage 1:184
Stand. deviation
Downside Deviation 11.1%
Best day 13%
Volatility 17.7%
Return / Risk -1.3
Calmar ratio -0.2306
Sharpe ratio 0
Sortino ratio -1.3754
Shvager ratio 0.742
Prefer horizon 3 m.
Longest drawdown 9 d.
Calculation period 22 d.
Trade days 15 (94%)
History 22 d.
Current stats
Drawdown 50% / 63%
Drawdown duration 9 / 9 d.
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