PAMM Statistics

 
Updated at Apr 22, 2010
Average year 206%
Return over 1,5 m. 17%
Average month 9.8%
Last day 0%
Last month 12%
Max. Drawdown 12%
Worst day 9%
Max. leverage 1:19
Stand. deviation 2.8%
Downside Deviation 0%
Best day 8%
Volatility 4.2%
Return / Risk 16.7
Calmar ratio 0.7904
Sharpe ratio 3.2425
Sortino ratio 0
Shvager ratio 1.532
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 1,5 m.
Trade days 20 (51%)
History 2 m.
Current stats
Drawdown 3% / 12%
Drawdown duration 14 / 14 d.
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