PAMM Statistics

 
Updated at Sep 10, 2010
Average year -99%
Return over 19 d. -24%
Average month -34.2%
Last day -12.3%
Max. Drawdown 27%
Worst day 14%
Max. leverage 1:84
Stand. deviation
Downside Deviation 24.7%
Best day 15%
Volatility 12.3%
Return / Risk -3.7
Calmar ratio -1.2703
Sharpe ratio 0
Sortino ratio -1.4176
Shvager ratio 0.582
Prefer horizon 3 m.
Longest drawdown 8 d.
Calculation period 19 d.
Trade days 14 (93%)
History 19 d.
Current stats
Drawdown 27% / 27%
Drawdown duration 8 / 8 d.
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