PAMM Statistics

 
Updated at Sep 29, 2010
Average year -100%
Return over 17 d. -59%
Average month -78.3%
Last day 0%
Max. Drawdown 63%
Worst day 32%
Max. leverage 1:58
Stand. deviation
Downside Deviation 60.3%
Best day 11%
Volatility 18.6%
Return / Risk -1.6
Calmar ratio -1.2527
Sharpe ratio 0
Sortino ratio -1.3126
Shvager ratio 0.274
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 17 d.
Trade days 11 (85%)
History 18 d.
Current stats
Drawdown 63% / 63%
Drawdown duration 14 / 14 d.
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