PAMM Statistics

 
Updated at Sep 15, 2010
Average year -94%
Return over 23 d. -16%
Average month -20.8%
Last day -16.8%
Max. Drawdown 21%
Worst day 17%
Max. leverage 1:41
Stand. deviation
Downside Deviation 16.6%
Best day 2%
Volatility 4.4%
Return / Risk -4.5
Calmar ratio -1.0069
Sharpe ratio 0
Sortino ratio -1.2987
Shvager ratio 0.426
Prefer horizon 3 m.
Longest drawdown 10 d.
Calculation period 23 d.
Trade days 16 (94%)
History 23 d.
Current stats
Drawdown 21% / 21%
Drawdown duration 10 / 10 d.
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