PAMM Statistics

 
Updated at Sep 2, 2010
Average year -100%
Return over 29 d. -39%
Average month -40.3%
Last day 0%
Max. Drawdown 41%
Worst day 16%
Max. leverage 1:24
Stand. deviation
Downside Deviation 39.6%
Best day 11%
Volatility 11.2%
Return / Risk -2.5
Calmar ratio -0.9909
Sharpe ratio 0
Sortino ratio -1.0357
Shvager ratio 0.52
Prefer horizon 3 m.
Longest drawdown 25 d.
Calculation period 29 d.
Trade days 19 (90%)
History 29 d.
Current stats
Drawdown 41% / 41%
Drawdown duration 25 / 25 d.
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