PAMM Statistics

 
Updated at Feb 8, 2011
Average year -8%
Return over 19 d. 0%
Average month -0.7%
Last day -13.1%
Max. Drawdown 71%
Worst day 62%
Max. leverage 1:100
Stand. deviation
Downside Deviation 1.2%
Best day 131%
Volatility 45.3%
Return / Risk -0.1
Calmar ratio -0.0102
Sharpe ratio 0
Sortino ratio -1.2212
Shvager ratio 1.117
Prefer horizon 3 m.
Longest drawdown 3 d.
Calculation period 19 d.
Trade days 13 (100%)
History 19 d.
Current stats
Drawdown 54% / 71%
Drawdown duration 2 / 3 d.
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