PAMM Statistics

 
Updated at Jul 29, 2010
Average year -100%
Return over 14 d. -36%
Average month -61.3%
Last day -80.3%
Max. Drawdown 84%
Worst day 80%
Max. leverage 1:474
Stand. deviation
Downside Deviation 37.1%
Best day 73%
Volatility 67.6%
Return / Risk -1.2
Calmar ratio -0.7261
Sharpe ratio 0
Sortino ratio -1.671
Shvager ratio 1.263
Prefer horizon 3 m.
Longest drawdown 3 d.
Calculation period 14 d.
Trade days 7 (70%)
History 14 d.
Current stats
Drawdown 84% / 84%
Drawdown duration 2 / 3 d.
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