PAMM Statistics

 
Updated at Mar 27, 2013
Average year -100%
Return over 14 d. -68%
Average month -92%
Last day -38.3%
Max. Drawdown 68%
Worst day 49%
Max. leverage 1:269
Stand. deviation
Downside Deviation 69.1%
Best day 4%
Volatility 34.9%
Return / Risk -1.5
Calmar ratio -1.3474
Sharpe ratio 0
Sortino ratio -1.3434
Shvager ratio 0.324
Prefer horizon 3 m.
Longest drawdown 13 d.
Calculation period 14 d.
Trade days 6 (60%)
History 14 d.
Current stats
Drawdown 68% / 68%
Drawdown duration 13 / 13 d.
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