PAMM Statistics

 
Updated at Jul 18, 2011
Average year 28%
Return over 2,1 y. 69%
Average month 2.1%
Last day -0.1%
Last month 14.6%
Last 3 months 11.7%
Last 6 months 5.4%
Last year 39.7%
Max. Drawdown 32%
Worst day 8%
Max. leverage 1:18
Stand. deviation 6.7%
Downside Deviation 4.4%
Best day 10%
Volatility 3.3%
Return / Risk 0.9
Calmar ratio 0.0652
Sharpe ratio 0.1877
Sortino ratio 0.2863
Shvager ratio 1.106
Prefer horizon 6 m.
Longest drawdown 8 m.
Calculation period 2,1 y.
Trade days 536 (96%)
History 2,1 y.
Current stats
Drawdown 4% / 32%
Drawdown duration 4 d. / 8 m.
Max. leverage 18 / 17
Worst day 8 / 8%
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