PAMM Statistics

 
Updated at Sep 16, 2010
Average year -69%
Return over 30 d. -9%
Average month -9.3%
Last day 4%
Max. Drawdown 24%
Worst day 9%
Max. leverage 1:16
Stand. deviation
Downside Deviation 9.7%
Best day 9%
Volatility 7.2%
Return / Risk -2.8
Calmar ratio -0.3807
Sharpe ratio 0
Sortino ratio -1.0397
Shvager ratio 0.689
Prefer horizon 3 m.
Longest drawdown 23 d.
Calculation period 30 d.
Trade days 10 (45%)
History 30 d.
Current stats
Drawdown 20% / 24%
Drawdown duration 23 / 23 d.
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