PAMM Statistics

 
Updated at Sep 9, 2011
Average year -100%
Return over 3 d. -34%
Average month -95.3%
Last day -35.5%
Max. Drawdown 35%
Worst day 35%
Max. leverage 1:13
Stand. deviation
Downside Deviation 34.9%
Best day 2%
Volatility 37.5%
Return / Risk -2.8
Calmar ratio -2.6888
Sharpe ratio 0
Sortino ratio -2.7506
Shvager ratio 0.054
Prefer horizon 3 m.
Longest drawdown 1 d.
Calculation period 3 d.
Trade days 2 (67%)
History 3 d.
Current stats
Drawdown 35% / 35%
Drawdown duration 1 / 1 d.
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