PAMM Statistics

 
Updated at Sep 9, 2011
Average year -100%
Return over 9 d. -31%
Average month -68.2%
Last day -37%
Max. Drawdown 43%
Worst day 42%
Max. leverage 1:37
Stand. deviation
Downside Deviation 31.3%
Best day 9%
Volatility 18.8%
Return / Risk -2.3
Calmar ratio -1.598
Sharpe ratio 0
Sortino ratio -2.2014
Shvager ratio 0.282
Prefer horizon 3 m.
Longest drawdown 1 d.
Calculation period 9 d.
Trade days 5 (71%)
History 9 d.
Current stats
Drawdown 43% / 43%
Drawdown duration 1 / 1 d.
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