PAMM Statistics

 
Updated at Jul 1, 2019
Average year 9%
Return over 7,1 y. 85%
Average month 0.7%
Last day 0%
Last month -7.6%
Last 3 months -3.7%
Last 6 months -12.6%
Last year -9.1%
Max. Drawdown 81%
Worst day 30%
Max. leverage 1:27
Stand. deviation 18.7%
Downside Deviation 10.9%
Best day 20%
Volatility 5.4%
Return / Risk 0.1
Calmar ratio 0.009
Sharpe ratio -0.0039
Sortino ratio -0.0068
Shvager ratio 1.103
Prefer horizon 24 m.
Longest drawdown 3,2 y.
Calculation period 7,1 y.
Trade days 1682 (91%)
History 7,1 y.
Current stats
Drawdown 27% / 81%
Drawdown duration 5 m. / 3,2 y.
Max. leverage 27 / 20
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