PAMM Statistics

 
Updated at Sep 27, 2018
Average year -12%
Return over 21 d. -1%
Average month -1.1%
Last day -1.8%
Max. Drawdown 17%
Worst day 11%
Max. leverage 1:24
Stand. deviation
Downside Deviation 1.6%
Best day 11%
Volatility 4%
Return / Risk -0.7
Calmar ratio -0.0637
Sharpe ratio 0
Sortino ratio -1.198
Shvager ratio 1.597
Prefer horizon 3 m.
Longest drawdown 4 d.
Calculation period 21 d.
Trade days 14 (93%)
History 21 d.
Current stats
Drawdown 17% / 17%
Drawdown duration 4 / 4 d.
Max. leverage 24 / 150
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