PAMM Statistics

 
Updated at Mar 27, 2017
Average year 66%
Return over 2,4 y. 243%
Average month 4.3%
Last day 0%
Last month 0.1%
Last 3 months -0.3%
Last 6 months 1.8%
Last year 2.9%
Max. Drawdown 15%
Worst day 9%
Max. leverage 1:317
Stand. deviation 11.1%
Downside Deviation 1.9%
Best day 58%
Volatility 1.8%
Return / Risk 4.4
Calmar ratio 0.287
Sharpe ratio 0.3162
Sortino ratio 1.8992
Prefer horizon 6 m.
Longest drawdown 5,5 m.
Calculation period 2,4 y.
Trade days 346 (55%)
History 2,4 y.
Current stats
Drawdown 1% / 15%
Drawdown duration 2.5 / 5,5 m.
Max. leverage 317 / 350
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