PAMM Statistics

 
Updated at May 23, 2011
Average year -100%
Return over 25 d. -91%
Average month -95.2%
Last day -85.3%
Max. Drawdown 92%
Worst day 86%
Max. leverage 1:169
Stand. deviation
Downside Deviation 92.3%
Best day 13%
Volatility 20.7%
Return / Risk -1.1
Calmar ratio -1.0347
Sharpe ratio 0
Sortino ratio -1.0407
Shvager ratio 0.29
Prefer horizon 3 m.
Longest drawdown 16 d.
Calculation period 25 d.
Trade days 17 (100%)
History 25 d.
Current stats
Drawdown 92% / 92%
Drawdown duration 4 / 16 d.
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