PAMM Statistics

 
Updated at Nov 8, 2012
Average year 20%
Return over 2,3 y. 53%
Average month 1.6%
Last day 0%
Last month 2.3%
Last 3 months 2.3%
Last 6 months 3.6%
Last year -9.4%
Max. Drawdown 70%
Worst day 56%
Max. leverage 1:115
Stand. deviation 27.4%
Downside Deviation 11.6%
Best day 73%
Volatility 9.1%
Return / Risk 0.3
Calmar ratio 0.0221
Sharpe ratio 0.0276
Sortino ratio 0.0648
Shvager ratio 1.429
Prefer horizon 12 m.
Longest drawdown 11,5 m.
Calculation period 2,3 y.
Trade days 283 (47%)
History 2,3 y.
Current stats
Drawdown 18% / 70%
Drawdown duration 11.5 / 11,5 m.
Max. leverage 115 / 100
Worst day 56 / 25%
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