PAMM Statistics

 
Updated at Sep 21, 2010
Average year -99%
Return over 28 d. -27%
Average month -30.1%
Last day -5.6%
Max. Drawdown 28%
Worst day 14%
Max. leverage 1:26
Stand. deviation
Downside Deviation 27.6%
Best day 3%
Volatility 5.3%
Return / Risk -3.5
Calmar ratio -1.0641
Sharpe ratio 0
Sortino ratio -1.1213
Shvager ratio 0.264
Prefer horizon 3 m.
Longest drawdown 26 d.
Calculation period 28 d.
Trade days 15 (75%)
History 28 d.
Current stats
Drawdown 27% / 28%
Drawdown duration 26 / 26 d.
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