PAMM Statistics

 
Updated at Nov 20, 2020
Average year 26%
Return over 9,7 y. 830%
Average month 1.9%
Last day -0.5%
Last month 0.5%
Last 3 months -6.1%
Last 6 months -6.3%
Last year -1%
Max. Drawdown 62%
Worst day 20%
Max. leverage 1:93
Stand. deviation 14%
Downside Deviation 6.8%
Best day 87%
Volatility 4.3%
Return / Risk 0.4
Calmar ratio 0.0315
Sharpe ratio 0.0815
Sortino ratio 0.1687
Shvager ratio 1.336
Prefer horizon 24 m.
Longest drawdown 2,1 y.
Calculation period 9,7 y.
Trade days 1597 (63%)
History 9,7 y.
Current stats
Drawdown 39% / 62%
Drawdown duration 2.1 / 2,1 y.
Max. leverage 93 / 95
Worst day 20 / 30%
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