PAMM Statistics

 
Updated at Dec 23, 2010
Average year -100%
Return over 28 d. -60%
Average month -61.6%
Last day 0%
Max. Drawdown 79%
Worst day 68%
Max. leverage 1:167
Stand. deviation
Downside Deviation 60.6%
Best day 72%
Volatility 34.4%
Return / Risk -1.3
Calmar ratio -0.7789
Sharpe ratio 0
Sortino ratio -1.0295
Shvager ratio 0.65
Prefer horizon 3 m.
Longest drawdown 8 d.
Calculation period 28 d.
Trade days 18 (90%)
History 28 d.
Current stats
Drawdown 77% / 79%
Drawdown duration 8 / 8 d.
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