PAMM Statistics

 
Updated at Sep 2, 2010
Average year -100%
Return over 30 d. -60%
Average month -61.5%
Last day 0.3%
Max. Drawdown 60%
Worst day 23%
Max. leverage 1:40
Stand. deviation
Downside Deviation 60.7%
Best day 13%
Volatility 22.4%
Return / Risk -1.7
Calmar ratio -1.0194
Sharpe ratio 0
Sortino ratio -1.0269
Shvager ratio 0.169
Prefer horizon 3 m.
Longest drawdown 24 d.
Calculation period 30 d.
Trade days 8 (36%)
History 30 d.
Current stats
Drawdown 60% / 60%
Drawdown duration 24 / 24 d.
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