PAMM Statistics

 
Updated at Aug 23, 2010
Average year -100%
Return over 22 d. -90%
Average month -96.4%
Last day -67.7%
Max. Drawdown 93%
Worst day 75%
Max. leverage 1:505
Stand. deviation
Downside Deviation 90.9%
Best day 38%
Volatility 37.3%
Return / Risk -1.1
Calmar ratio -1.037
Sharpe ratio 0
Sortino ratio -1.0694
Shvager ratio 0.552
Prefer horizon 3 m.
Longest drawdown 13 d.
Calculation period 22 d.
Trade days 15 (94%)
History 23 d.
Current stats
Drawdown 93% / 93%
Drawdown duration 13 / 13 d.
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