PAMM Statistics

 
Updated at Sep 14, 2010
Average year -100%
Return over 14 d. -90%
Average month -99.4%
Last day -88.5%
Max. Drawdown 92%
Worst day 89%
Max. leverage 1:718
Stand. deviation
Downside Deviation 90.7%
Best day 18%
Volatility 36.7%
Return / Risk -1.1
Calmar ratio -1.0815
Sharpe ratio 0
Sortino ratio -1.1045
Shvager ratio 0.298
Prefer horizon 3 m.
Longest drawdown 2 d.
Calculation period 14 d.
Trade days 10 (100%)
History 14 d.
Current stats
Drawdown 92% / 92%
Drawdown duration 1 / 2 d.
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