PAMM Statistics

 
Updated at Nov 28, 2011
Average year -100%
Return over 28 d. -45%
Average month -48.6%
Last day 0%
Max. Drawdown 71%
Worst day 64%
Max. leverage 1:120
Stand. deviation
Downside Deviation 46.2%
Best day 83%
Volatility 19.8%
Return / Risk -1.4
Calmar ratio -0.6861
Sharpe ratio 0
Sortino ratio -1.0694
Shvager ratio 0.986
Prefer horizon 3 m.
Longest drawdown 7 d.
Calculation period 28 d.
Trade days 19 (95%)
History 28 d.
Current stats
Drawdown 69% / 71%
Drawdown duration 6 / 7 d.
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