PAMM Statistics

 
Updated at Sep 14, 2010
Average year -97%
Return over 23 d. -20%
Average month -25.5%
Last day -8.6%
Max. Drawdown 27%
Worst day 13%
Max. leverage 1:51
Stand. deviation
Downside Deviation 20.4%
Best day 11%
Volatility 8.2%
Return / Risk -3.6
Calmar ratio -0.9521
Sharpe ratio 0
Sortino ratio -1.2922
Shvager ratio 0.95
Prefer horizon 3 m.
Longest drawdown 16 d.
Calculation period 23 d.
Trade days 17 (100%)
History 23 d.
Current stats
Drawdown 27% / 27%
Drawdown duration 16 / 16 d.
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