PAMM Statistics

 
Updated at Sep 24, 2010
Average year -100%
Return over 19 d. -54%
Average month -67.6%
Last day -22.8%
Max. Drawdown 93%
Worst day 33%
Max. leverage 1:73
Stand. deviation
Downside Deviation 54.4%
Best day 24%
Volatility 18.8%
Return / Risk -1.1
Calmar ratio -0.7303
Sharpe ratio 0
Sortino ratio -1.2569
Shvager ratio 4.373
Prefer horizon 3 m.
Longest drawdown 8 d.
Calculation period 19 d.
Trade days 15 (100%)
History 19 d.
Current stats
Drawdown 91% / 93%
Drawdown duration 3 / 8 d.
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