PAMM Statistics

 
Updated at Apr 25, 2024
Average year 12%
Return over 12,5 y. 294%
Average month 0.9%
Last day 0.3%
Last month 0.7%
Last 3 months 1.6%
Last 6 months 0.3%
Last year 0.9%
Max. Drawdown 72%
Worst day 25%
Max. leverage 1:103
Stand. deviation 14.4%
Downside Deviation 8.3%
Best day 30%
Volatility 3.6%
Return / Risk 0.2
Calmar ratio 0.0127
Sharpe ratio 0.0083
Sortino ratio 0.0144
Shvager ratio 1.389
Prefer horizon 24 m.
Longest drawdown 5,1 y.
Calculation period 12,5 y.
Trade days 3046 (93%)
History 12,5 y.
Current stats
Drawdown 43% / 72%
Drawdown duration 5.1 / 5,1 y.
Max. leverage 103 / 75
Worst day 25 / 22%
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