PAMM Statistics

 
Updated at Jan 18, 2018
Average year 14%
Return over 3,1 y. 49%
Average month 1.1%
Last day 0%
Last month -1.7%
Last 3 months -1.1%
Last 6 months -1%
Last year -1.6%
Max. Drawdown 9%
Worst day 8%
Max. leverage 1:100
Stand. deviation 3.4%
Downside Deviation 0.8%
Best day 34%
Volatility 0.6%
Return / Risk 1.5
Calmar ratio 0.1171
Sharpe ratio 0.0806
Sortino ratio 0.3355
Prefer horizon 6 m.
Longest drawdown 6,5 m.
Calculation period 3,1 y.
Trade days 295 (36%)
History 3,1 y.
Current stats
Drawdown 3% / 9%
Drawdown duration 2.5 / 6,5 m.
Max. leverage 100 / 100
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