PAMM Statistics

 
Updated at Jun 13, 2011
Average year -7%
Return over 15 d. 0%
Average month -0.6%
Last day -4.4%
Max. Drawdown 21%
Worst day 20%
Max. leverage 1:36
Stand. deviation
Downside Deviation 1.1%
Best day 10%
Volatility 11.5%
Return / Risk -0.3
Calmar ratio -0.0265
Sharpe ratio 0
Sortino ratio -1.2752
Shvager ratio 0.931
Prefer horizon 3 m.
Longest drawdown 3 d.
Calculation period 15 d.
Trade days 11 (100%)
History 16 d.
Current stats
Drawdown 21% / 21%
Drawdown duration 1 / 3 d.
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