PAMM Statistics

 
Updated at Aug 9, 2011
Average year -100%
Return over 14 d. -63%
Average month -89.6%
Last day -64.6%
Max. Drawdown 66%
Worst day 66%
Max. leverage 1:88
Stand. deviation
Downside Deviation 63.4%
Best day 23%
Volatility 23.7%
Return / Risk -1.5
Calmar ratio -1.3475
Sharpe ratio 0
Sortino ratio -1.4262
Shvager ratio 0.564
Prefer horizon 3 m.
Longest drawdown 3 d.
Calculation period 14 d.
Trade days 9 (90%)
History 14 d.
Current stats
Drawdown 0% / 66%
Drawdown duration / 3 d.
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