PAMM Statistics

 
Updated at Sep 2, 2019
Average year -69%
Return over 6,1 y. -100%
Average month -9.3%
Last day -82.9%
Last month -99.8%
Last 3 months -99.8%
Last 6 months -99.8%
Last year -99.8%
Max. Drawdown 100%
Worst day 98%
Max. leverage 1:2,238
Stand. deviation 30.5%
Downside Deviation 16.8%
Best day 67%
Volatility 5.6%
Return / Risk -0.7
Calmar ratio -0.0927
Sharpe ratio -0.3302
Sortino ratio -0.6
Shvager ratio 0.757
Prefer horizon 24 m.
Longest drawdown 3,4 y.
Calculation period 6,1 y.
Trade days 1339 (84%)
History 6,1 y.
Current stats
Drawdown 100% / 100%
Drawdown duration 3.4 / 3,4 y.
Max. leverage 2,238 / 500
Worst day 98 / 90%
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