PAMM Statistics

 
Updated at Aug 10, 2010
Average year -100%
Return over 14 d. -76%
Average month -96.4%
Last day -39.6%
Max. Drawdown 84%
Worst day 58%
Max. leverage 1:181
Stand. deviation
Downside Deviation 77.2%
Best day 4%
Volatility 25.2%
Return / Risk -1.2
Calmar ratio -1.1539
Sharpe ratio 0
Sortino ratio -1.2594
Shvager ratio 0.192
Prefer horizon 3 m.
Longest drawdown 13 d.
Calculation period 14 d.
Trade days 10 (100%)
History 14 d.
Current stats
Drawdown 76% / 84%
Drawdown duration 13 / 13 d.
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