PAMM Statistics

 
Updated at Jul 26, 2010
Average year -92%
Return over 29 d. -19%
Average month -19.4%
Last day 0%
Max. Drawdown 21%
Worst day 14%
Max. leverage 1:98
Stand. deviation
Downside Deviation 19.4%
Best day 4%
Volatility 4.7%
Return / Risk -4.4
Calmar ratio -0.9241
Sharpe ratio 0
Sortino ratio -1.0409
Shvager ratio 0.629
Prefer horizon 3 m.
Longest drawdown 28 d.
Calculation period 29 d.
Trade days 19 (90%)
History 1 m.
Current stats
Drawdown 19% / 21%
Drawdown duration 28 / 28 d.
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