PAMM Statistics

 
Updated at Jan 21, 2011
Average year -100%
Return over 19 d. -62%
Average month -77.8%
Last day -29.8%
Max. Drawdown 70%
Worst day 43%
Max. leverage 1:104
Stand. deviation
Downside Deviation 63.3%
Best day 16%
Volatility 22.4%
Return / Risk -1.4
Calmar ratio -1.1063
Sharpe ratio 0
Sortino ratio -1.2414
Shvager ratio 0.579
Prefer horizon 3 m.
Longest drawdown 12 d.
Calculation period 19 d.
Trade days 15 (100%)
History 21 d.
Current stats
Drawdown 70% / 70%
Drawdown duration 12 / 12 d.
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