PAMM Statistics

 
Updated at Sep 8, 2010
Average year -100%
Return over 30 d. -46%
Average month -47.8%
Last day 0%
Max. Drawdown 75%
Worst day 50%
Max. leverage 1:130
Stand. deviation
Downside Deviation 47.1%
Best day 30%
Volatility 19.2%
Return / Risk -1.3
Calmar ratio -0.6367
Sharpe ratio 0
Sortino ratio -1.0318
Shvager ratio 0.643
Prefer horizon 3 m.
Longest drawdown 23 d.
Calculation period 30 d.
Trade days 20 (91%)
History 30 d.
Current stats
Drawdown 50% / 75%
Drawdown duration 23 / 23 d.
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