PAMM Statistics

 
Updated at Jan 28, 2020
Average year 33%
Return over 4,7 y. 274%
Average month 2.4%
Last day 0.1%
Last month 0.9%
Last 3 months -5.9%
Last 6 months -3.6%
Last year -10.3%
Max. Drawdown 28%
Worst day 13%
Max. leverage 1:73
Stand. deviation 7.7%
Downside Deviation 3.9%
Best day 21%
Volatility 2.3%
Return / Risk 1.2
Calmar ratio 0.0857
Sharpe ratio 0.2078
Sortino ratio 0.4134
Prefer horizon 12 m.
Longest drawdown 1,2 y.
Calculation period 4,7 y.
Trade days 899 (74%)
History 4,7 y.
Current stats
Drawdown 16% / 28%
Drawdown duration 1.2 / 1,2 y.
Max. leverage 73 / 85
Worst day 13 / 15%
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