PAMM Statistics

 
Updated at Sep 27, 2010
Average year -100%
Return over 18 d. -35%
Average month -52.6%
Last day -2.1%
Max. Drawdown 43%
Worst day 15%
Max. leverage 1:32
Stand. deviation
Downside Deviation 35.6%
Best day 7%
Volatility 11.7%
Return / Risk -2.3
Calmar ratio -1.2108
Sharpe ratio 0
Sortino ratio -1.5029
Shvager ratio 0.465
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 18 d.
Trade days 11 (92%)
History 18 d.
Current stats
Drawdown 35% / 43%
Drawdown duration 14 / 14 d.
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