PAMM Statistics

 
Updated at May 26, 2011
Average year -100%
Return over 24 d. -67%
Average month -75.4%
Last day -9.4%
Max. Drawdown 89%
Worst day 84%
Max. leverage 1:512
Stand. deviation
Downside Deviation 67.4%
Best day 70%
Volatility 42.4%
Return / Risk -1.1
Calmar ratio -0.8485
Sharpe ratio 0
Sortino ratio -1.13
Shvager ratio 1.124
Prefer horizon 3 m.
Longest drawdown 22 d.
Calculation period 24 d.
Trade days 16 (89%)
History 24 d.
Current stats
Drawdown 67% / 89%
Drawdown duration 22 / 22 d.
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