PAMM Statistics

 
Updated at Apr 30, 2019
Average year -41%
Return over 4,2 y. -90%
Average month -4.3%
Last day 0%
Last month -3.6%
Last 3 months -17.9%
Last 6 months -69.3%
Last year -87.4%
Max. Drawdown 98%
Worst day 47%
Max. leverage 1:398
Stand. deviation 29.8%
Downside Deviation 18.4%
Best day 85%
Volatility 6.5%
Return / Risk -0.4
Calmar ratio -0.0442
Sharpe ratio -0.1726
Sortino ratio -0.2795
Shvager ratio 0.66
Prefer horizon 24 m.
Longest drawdown 2 y.
Calculation period 4,2 y.
Trade days 878 (80%)
History 4,2 y.
Current stats
Drawdown 98% / 98%
Drawdown duration 2 / 2 y.
Max. leverage 398 / 500
Worst day 47 / 25%
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