PAMM Statistics

 
Updated at Aug 28, 2013
Average year -100%
Return over 24 d. -89%
Average month -94%
Last day -88.2%
Max. Drawdown 94%
Worst day 88%
Max. leverage 1:2,500
Stand. deviation
Downside Deviation 89.7%
Best day 48%
Volatility 42.8%
Return / Risk -1.1
Calmar ratio -0.9954
Sharpe ratio 0
Sortino ratio -1.0565
Shvager ratio 0.562
Prefer horizon 3 m.
Longest drawdown 13 d.
Calculation period 24 d.
Trade days 16 (89%)
History 24 d.
Current stats
Drawdown 94% / 94%
Drawdown duration 13 / 13 d.
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