PAMM Statistics

 
Updated at Sep 16, 2010
Average year -100%
Return over 17 d. -79%
Average month -92.8%
Last day -28%
Max. Drawdown 83%
Worst day 66%
Max. leverage 1:176
Stand. deviation
Downside Deviation 79.7%
Best day 14%
Volatility 25.2%
Return / Risk -1.2
Calmar ratio -1.1237
Sharpe ratio 0
Sortino ratio -1.1747
Shvager ratio 0.379
Prefer horizon 3 m.
Longest drawdown 15 d.
Calculation period 17 d.
Trade days 13 (100%)
History 17 d.
Current stats
Drawdown 83% / 83%
Drawdown duration 15 / 15 d.
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