PAMM Statistics

 
Updated at Feb 1, 2012
Average year -100%
Return over 21 d. -85%
Average month -93.6%
Last day -77.8%
Max. Drawdown 88%
Worst day 79%
Max. leverage 1:296
Stand. deviation
Downside Deviation 85.4%
Best day 61%
Volatility 52.8%
Return / Risk -1.1
Calmar ratio -1.0603
Sharpe ratio 0
Sortino ratio -1.105
Shvager ratio 0.684
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 21 d.
Trade days 14 (93%)
History 21 d.
Current stats
Drawdown 88% / 88%
Drawdown duration 14 / 14 d.
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