PAMM Statistics

 
Updated at May 24, 2013
Average year 333%
Return over 24 d. 10%
Average month 13%
Last day -4%
Max. Drawdown 11%
Worst day 5%
Max. leverage 1:13
Stand. deviation
Downside Deviation 0%
Best day 8%
Volatility 4%
Return / Risk 30.4
Calmar ratio 1.1862
Sharpe ratio 0
Sortino ratio 0
Shvager ratio 1.344
Prefer horizon 3 m.
Longest drawdown 3 d.
Calculation period 24 d.
Trade days 13 (72%)
History 24 d.
Current stats
Drawdown 11% / 11%
Drawdown duration 3 / 3 d.
Max. leverage 13 / 30
Worst day 5 / 10%
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