PAMM Statistics

 
Updated at Jan 21, 2010
Average year -100%
Return over 21 d. -64%
Average month -76.4%
Last day -0.6%
Max. Drawdown 68%
Worst day 27%
Max. leverage 1:103
Stand. deviation
Downside Deviation 65.2%
Best day 24%
Volatility 20.2%
Return / Risk -1.5
Calmar ratio -1.1235
Sharpe ratio 0
Sortino ratio -1.1848
Shvager ratio 0.354
Prefer horizon 3 m.
Longest drawdown 14 d.
Calculation period 21 d.
Trade days 14 (93%)
History 21 d.
Current stats
Drawdown 67% / 68%
Drawdown duration 14 / 14 d.
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