PAMM Statistics

 
Updated at Sep 24, 2010
Average year -100%
Return over 19 d. -36%
Average month -47.9%
Last day -5.8%
Max. Drawdown 46%
Worst day 25%
Max. leverage 1:22
Stand. deviation
Downside Deviation 36.6%
Best day 12%
Volatility 11.1%
Return / Risk -2.2
Calmar ratio -1.0446
Sharpe ratio 0
Sortino ratio -1.3276
Shvager ratio 0.338
Prefer horizon 3 m.
Longest drawdown 12 d.
Calculation period 19 d.
Trade days 15 (100%)
History 19 d.
Current stats
Drawdown 39% / 46%
Drawdown duration 12 / 12 d.
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