PAMM Statistics

 
Updated at Jan 27, 2011
Average year -85%
Return over 14 d. -7%
Average month -14.8%
Last day -8.8%
Max. Drawdown 26%
Worst day 14%
Max. leverage 1:60
Stand. deviation
Downside Deviation 8.2%
Best day 8%
Volatility 9%
Return / Risk -3.2
Calmar ratio -0.5623
Sharpe ratio 0
Sortino ratio -1.916
Shvager ratio 0.536
Prefer horizon 3 m.
Longest drawdown 3 d.
Calculation period 14 d.
Trade days 9 (90%)
History 14 d.
Current stats
Drawdown 26% / 26%
Drawdown duration 3 / 3 d.
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