PAMM Statistics

 
Updated at Mar 2, 2021
Average year 14%
Return over 9,4 y. 252%
Average month 1.1%
Last day -1.1%
Last month 0%
Last 3 months -3.9%
Last 6 months -3.7%
Last year 3.9%
Max. Drawdown 41%
Worst day 41%
Max. leverage 1:124
Stand. deviation 5%
Downside Deviation 2.9%
Best day 20%
Volatility 1.2%
Return / Risk 0.3
Calmar ratio 0.0272
Sharpe ratio 0.0644
Sortino ratio 0.1105
Shvager ratio 1.173
Prefer horizon 24 m.
Longest drawdown 1,7 y.
Calculation period 9,4 y.
Trade days 1666 (68%)
History 9,4 y.
Current stats
Drawdown 9% / 41%
Drawdown duration 4 m. / 1,7 y.
Max. leverage 124 / 50
Worst day 41 / 41%
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