PAMM Statistics

 
Updated at Sep 16, 2010
Average year -100%
Return over 23 d. -89%
Average month -94.7%
Last day 28.8%
Max. Drawdown 93%
Worst day 74%
Max. leverage 1:197
Stand. deviation
Downside Deviation 89.4%
Best day 183%
Volatility 77.6%
Return / Risk -1.1
Calmar ratio -1.0229
Sharpe ratio 0
Sortino ratio -1.0685
Shvager ratio 0.988
Prefer horizon 3 m.
Longest drawdown 10 d.
Calculation period 23 d.
Trade days 15 (88%)
History 23 d.
Current stats
Drawdown 90% / 93%
Drawdown duration 4 / 10 d.
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