PAMM Statistics

 
Updated at Aug 26, 2011
Average year -81%
Return over 23 d. -10%
Average month -12.8%
Last day -37.1%
Max. Drawdown 43%
Worst day 43%
Max. leverage 1:110
Stand. deviation
Downside Deviation 10.8%
Best day 9%
Volatility 9.9%
Return / Risk -1.9
Calmar ratio -0.2952
Sharpe ratio 0
Sortino ratio -1.2543
Shvager ratio 0.417
Prefer horizon 3 m.
Longest drawdown 4 d.
Calculation period 23 d.
Trade days 15 (88%)
History 23 d.
Current stats
Drawdown 0% / 43%
Drawdown duration / 4 d.
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