PAMM Statistics

 
Updated at Mar 11, 2013
Average year -70%
Return over 22 d. -8%
Average month -9.6%
Last day 0%
Max. Drawdown 14%
Worst day 7%
Max. leverage 1:23
Stand. deviation
Downside Deviation 8.6%
Best day 8%
Volatility 5.1%
Return / Risk -5.1
Calmar ratio -0.6972
Sharpe ratio 0
Sortino ratio -1.2155
Shvager ratio 0.74
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 22 d.
Trade days 9 (56%)
History 22 d.
Current stats
Drawdown 14% / 14%
Drawdown duration 14 / 14 d.
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