PAMM Statistics

 
Updated at Oct 25, 2024
Average year 11%
Return over 13 y. 307%
Average month 0.9%
Last day 0%
Last month 0%
Last 3 months 0.7%
Last 6 months 0.2%
Last year 0.5%
Max. Drawdown 72%
Worst day 25%
Max. leverage 1:103
Stand. deviation 14.1%
Downside Deviation 8.1%
Best day 30%
Volatility 3.6%
Return / Risk 0.2
Calmar ratio 0.0125
Sharpe ratio 0.0075
Sortino ratio 0.013
Shvager ratio 1.39
Prefer horizon 24 m.
Longest drawdown 5,6 y.
Calculation period 13 y.
Trade days 3063 (90%)
History 13 y.
Current stats
Drawdown 41% / 72%
Drawdown duration 5.6 / 5,6 y.
Max. leverage 103 / 75
Worst day 25 / 22%
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