PAMM Statistics

 
Updated at Jan 28, 2013
Average year -100%
Return over 1,1 y. -100%
Average month -36.6%
Last day 47.4%
Last month -97.7%
Last 3 months -97.8%
Last 6 months -98.3%
Last year -99.8%
Max. Drawdown 100%
Worst day 96%
Max. leverage 1:435
Stand. deviation 49.3%
Downside Deviation 32.4%
Best day 118%
Volatility 16.2%
Return / Risk -1
Calmar ratio -0.366
Sharpe ratio -0.7586
Sortino ratio -1.1535
Shvager ratio 0.84
Prefer horizon 12 m.
Longest drawdown 10,5 m.
Calculation period 1,1 y.
Trade days 203 (70%)
History 1,1 y.
Current stats
Drawdown 100% / 100%
Drawdown duration 10.5 / 10,5 m.
Max. leverage 435 / 50
Worst day 96 / 20%
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