PAMM Statistics

 
Updated at Apr 20, 2011
Average year -100%
Return over 28 d. -45%
Average month -48.5%
Last day -47.9%
Max. Drawdown 53%
Worst day 53%
Max. leverage 1:132
Stand. deviation
Downside Deviation 46.1%
Best day 3%
Volatility 7%
Return / Risk -1.9
Calmar ratio -0.9192
Sharpe ratio 0
Sortino ratio -1.0695
Shvager ratio 0.11
Prefer horizon 3 m.
Longest drawdown 2 d.
Calculation period 28 d.
Trade days 17 (85%)
History 28 d.
Current stats
Drawdown 0% / 53%
Drawdown duration / 2 d.
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