PAMM Statistics

 
Updated at Jul 1, 2011
Average year -100%
Return over 22 d. -45%
Average month -54.2%
Last day 0%
Max. Drawdown 85%
Worst day 63%
Max. leverage 1:217
Stand. deviation
Downside Deviation 45.6%
Best day 42%
Volatility 28.5%
Return / Risk -1.2
Calmar ratio -0.6375
Sharpe ratio 0
Sortino ratio -1.205
Shvager ratio 0.408
Prefer horizon 3 m.
Longest drawdown 16 d.
Calculation period 22 d.
Trade days 14 (88%)
History 22 d.
Current stats
Drawdown 52% / 85%
Drawdown duration 16 / 16 d.
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