The maximum return on investment you could have achieved by investing in a PAMM Portfolio (from the date it was opened). It is calculated by measuring the largest distance between a low point and a subsequent high point on the Rate of Return chart for the PAMM Portfolio.
The maximum amount you could have lost by investing in a particular PAMM Portfolio (from the date it was opened). It is calculated by measuring the largest distance between a high point and a subsequent low point on the Rate of Return chart for the PAMM Portfolio.
Maximum Daily Profit
Maximum Daily Loss
Daily Return Volatility
This value indicates the logarithmic ratio of current returns on a PAMM Account in relation to returns needed to overcome all losses on the account. If the recovery factor is less than 1, the Manager still hasn’t covered all losses. Even if maximum returns were achieved recently on the account, the value can still be less than one, meaning that total returns have still not reached a level which is more than the total drawdown.
Return / Volatility Coefficient — the sum of daily returns and losses in percentage form, devided by the number of trading days.
Average Geometric Return
Average Geometric Return — average return with compound interests and capitalization.
Geometric Standard Deviation of Return
Geometric Standard Deviation of Return — deviation of an average return.
Probability to receive return less than 10% per year.