PAMM Statistics

 
Updated at Apr 10, 2013
Average year -100%
Return over 27 d. -73%
Average month -76.1%
Last day 1%
Max. Drawdown 90%
Worst day 81%
Max. leverage 1:330
Stand. deviation
Downside Deviation 73.4%
Best day 34%
Volatility 29.3%
Return / Risk -1.1
Calmar ratio -0.8485
Sharpe ratio 0
Sortino ratio -1.0475
Shvager ratio 0.945
Prefer horizon 3 m.
Longest drawdown 21 d.
Calculation period 27 d.
Trade days 18 (95%)
History 27 d.
Current stats
Drawdown 77% / 90%
Drawdown duration 21 / 21 d.
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