PAMM Statistics

 
Updated at Apr 22, 2011
Average year -100%
Return over 22 d. -85%
Average month -91.5%
Last day -6.5%
Max. Drawdown 88%
Worst day 42%
Max. leverage 1:104
Stand. deviation
Downside Deviation 85.5%
Best day 16%
Volatility 29.4%
Return / Risk -1.1
Calmar ratio -1.0455
Sharpe ratio 0
Sortino ratio -1.0793
Shvager ratio 0.539
Prefer horizon 3 m.
Longest drawdown 19 d.
Calculation period 22 d.
Trade days 15 (94%)
History 22 d.
Current stats
Drawdown 88% / 88%
Drawdown duration 19 / 19 d.
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