PAMM Statistics

 
Updated at Jul 22, 2019
Average year 13%
Return over 9,4 y. 209%
Average month 1%
Last day 0%
Last month 0.1%
Last 3 months -0.2%
Last 6 months -0.4%
Last year -0.3%
Max. Drawdown 23%
Worst day 15%
Max. leverage 1:58
Stand. deviation 3.3%
Downside Deviation 1.8%
Best day 24%
Volatility 1%
Return / Risk 0.6
Calmar ratio 0.0434
Sharpe ratio 0.0634
Sortino ratio 0.1158
Prefer horizon 18 m.
Longest drawdown 1,7 y.
Calculation period 9,4 y.
Trade days 1129 (46%)
History 9,5 y.
Current stats
Drawdown 1% / 23%
Drawdown duration 7,5 m. / 1,7 y.
Max. leverage 58 / 102
Worst day 15 / 15%
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