PAMM Statistics

 
Updated at Nov 15, 2010
Average year -100%
Return over 15 d. -34%
Average month -57.1%
Last day 0%
Max. Drawdown 53%
Worst day 52%
Max. leverage 1:128
Stand. deviation
Downside Deviation 35.3%
Best day 22%
Volatility 26%
Return / Risk -1.9
Calmar ratio -1.0786
Sharpe ratio 0
Sortino ratio -1.6403
Shvager ratio 0.632
Prefer horizon 3 m.
Longest drawdown 3 d.
Calculation period 15 d.
Trade days 10 (91%)
History 15 d.
Current stats
Drawdown 53% / 53%
Drawdown duration 1 / 3 d.
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