PAMM Statistics

 
Updated at Feb 15, 2013
Average year -100%
Return over 24 d. -83%
Average month -89.5%
Last day -77.6%
Max. Drawdown 84%
Worst day 78%
Max. leverage 1:368
Stand. deviation
Downside Deviation 83.6%
Best day 28%
Volatility 24.4%
Return / Risk -1.2
Calmar ratio -1.0711
Sharpe ratio 0
Sortino ratio -1.0796
Shvager ratio 0.345
Prefer horizon 3 m.
Longest drawdown 23 d.
Calculation period 24 d.
Trade days 15 (83%)
History 24 d.
Current stats
Drawdown 84% / 84%
Drawdown duration 23 / 23 d.
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