PAMM Statistics

 
Updated at Apr 18, 2024
Average year 7%
Return over 10,9 y. 107%
Average month 0.6%
Last day -0.4%
Last month 5.6%
Last 3 months 2.5%
Last 6 months -0.1%
Last year -22.2%
Max. Drawdown 57%
Worst day 18%
Max. leverage 1:101
Stand. deviation 10.3%
Downside Deviation 5.4%
Best day 69%
Volatility 3.2%
Return / Risk 0.1
Calmar ratio 0.0099
Sharpe ratio -0.0233
Sortino ratio -0.0446
Shvager ratio 1.263
Prefer horizon 24 m.
Longest drawdown 2,9 y.
Calculation period 10,9 y.
Trade days 1587 (56%)
History 10,9 y.
Current stats
Drawdown 46% / 57%
Drawdown duration 2.1 / 2,9 y.
Max. leverage 101 / 103
Worst day 18 / 20%
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