PAMM Statistics

 
Updated at Sep 8, 2011
Average year -100%
Return over 22 d. -97%
Average month -99.3%
Last day -87.7%
Max. Drawdown 97%
Worst day 88%
Max. leverage 1:169
Stand. deviation
Downside Deviation 98.2%
Best day 83%
Volatility 77.4%
Return / Risk -1
Calmar ratio -1.0202
Sharpe ratio 0
Sortino ratio -1.02
Shvager ratio 0.671
Prefer horizon 3 m.
Longest drawdown 21 d.
Calculation period 22 d.
Trade days 15 (94%)
History 22 d.
Current stats
Drawdown 97% / 97%
Drawdown duration 21 / 21 d.
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