PAMM Statistics

 
Updated at Nov 30, 2022
Average year 17%
Return over 7,5 y. 219%
Average month 1.3%
Last day 0%
Last month -13.4%
Last 3 months -1%
Last 6 months 1.2%
Last year -4.8%
Max. Drawdown 54%
Worst day 23%
Max. leverage 1:88
Stand. deviation 10.1%
Downside Deviation 5.3%
Best day 73%
Volatility 2.2%
Return / Risk 0.3
Calmar ratio 0.0241
Sharpe ratio 0.0492
Sortino ratio 0.0929
Shvager ratio 0.987
Prefer horizon 24 m.
Longest drawdown 3,6 y.
Calculation period 7,5 y.
Trade days 1189 (61%)
History 7,5 y.
Current stats
Drawdown 46% / 54%
Drawdown duration 3.6 / 3,6 y.
Max. leverage 88 / 500
Worst day 23 / 15%
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