PAMM Statistics

 
Updated at Jan 17, 2019
Average year 45%
Return over 3,6 y. 286%
Average month 3.2%
Last day -0.6%
Last month -8.7%
Last 3 months -4.2%
Last 6 months 10.9%
Last year 53.6%
Max. Drawdown 28%
Worst day 13%
Max. leverage 1:73
Stand. deviation 8.2%
Downside Deviation 3.9%
Best day 21%
Volatility 2.7%
Return / Risk 1.6
Calmar ratio 0.1129
Sharpe ratio 0.2873
Sortino ratio 0.6068
Prefer horizon 6 m.
Longest drawdown 6 m.
Calculation period 3,6 y.
Trade days 656 (69%)
History 3,6 y.
Current stats
Drawdown 15% / 28%
Drawdown duration 2 / 6 m.
Max. leverage 73 / 85
Worst day 13 / 15%
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