PAMM Statistics

 
Updated at Sep 24, 2012
Average year 57%
Return over 1,2 y. 71%
Average month 3.8%
Last day -0.2%
Last month 7.5%
Last 3 months 8.7%
Last 6 months 0.1%
Last year 2.1%
Max. Drawdown 28%
Worst day 13%
Max. leverage 1:5
Stand. deviation 10.1%
Downside Deviation 3.4%
Best day 14%
Volatility 4.1%
Return / Risk 2
Calmar ratio 0.1372
Sharpe ratio 0.3001
Sortino ratio 0.8831
Shvager ratio 1.442
Prefer horizon 6 m.
Longest drawdown 7,5 m.
Calculation period 1,2 y.
Trade days 194 (62%)
History 1,2 y.
Current stats
Drawdown 10% / 28%
Drawdown duration 7.5 / 7,5 m.
Max. leverage 5 / 5
Worst day 13 / 8%
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