PAMM Statistics

 
Updated at Sep 13, 2010
Average year -100%
Return over 22 d. -34%
Average month -45.3%
Last day 0%
Max. Drawdown 40%
Worst day 31%
Max. leverage 1:78
Stand. deviation
Downside Deviation 35.1%
Best day 6%
Volatility 10.1%
Return / Risk -2.5
Calmar ratio -1.1446
Sharpe ratio 0
Sortino ratio -1.3143
Shvager ratio 0.368
Prefer horizon 3 m.
Longest drawdown 21 d.
Calculation period 22 d.
Trade days 12 (75%)
History 22 d.
Current stats
Drawdown 36% / 40%
Drawdown duration 21 / 21 d.
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