PAMM Statistics

 
Updated at Jun 7, 2013
Average year -89%
Return over 1,9 y. -99%
Average month -17.1%
Last day -89.9%
Last month -97.7%
Last 3 months -98.5%
Last 6 months -98.5%
Last year -98.7%
Max. Drawdown 99%
Worst day 90%
Max. leverage 1:1,025
Stand. deviation 37.2%
Downside Deviation 18.7%
Best day 12%
Volatility 4.7%
Return / Risk -0.9
Calmar ratio -0.1731
Sharpe ratio -0.4823
Sortino ratio -0.9579
Shvager ratio 0.796
Prefer horizon 24 m.
Longest drawdown 1,7 y.
Calculation period 1,9 y.
Trade days 371 (74%)
History 1,9 y.
Current stats
Drawdown 99% / 99%
Drawdown duration 1.7 / 1,7 y.
Max. leverage 1,025 / 10
Worst day 90 / 5%
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