PAMM Statistics

 
Updated at Sep 22, 2010
Average year -100%
Return over 23 d. -75%
Average month -83.2%
Last day -24%
Max. Drawdown 79%
Worst day 62%
Max. leverage 1:207
Stand. deviation
Downside Deviation 75.6%
Best day 37%
Volatility 28.9%
Return / Risk -1.3
Calmar ratio -1.0496
Sharpe ratio 0
Sortino ratio -1.1111
Shvager ratio 0.657
Prefer horizon 3 m.
Longest drawdown 15 d.
Calculation period 23 d.
Trade days 17 (100%)
History 23 d.
Current stats
Drawdown 79% / 79%
Drawdown duration 15 / 15 d.
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