PAMM Statistics

 
Updated at Feb 6, 2012
Average year -78%
Return over 22 d. -8%
Average month -12%
Last day -1.9%
Max. Drawdown 12%
Worst day 4%
Max. leverage 1:6
Stand. deviation
Downside Deviation 9.3%
Best day 2%
Volatility 2.3%
Return / Risk -6.5
Calmar ratio -0.9897
Sharpe ratio 0
Sortino ratio -1.3751
Shvager ratio 0.736
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 22 d.
Trade days 16 (100%)
History 24 d.
Current stats
Drawdown 12% / 12%
Drawdown duration 14 / 14 d.
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