PAMM Statistics

 
Updated at May 20, 2019
Average year 40%
Return over 4 y. 282%
Average month 2.9%
Last day 0%
Last month 3%
Last 3 months -5.4%
Last 6 months -14.1%
Last year 25.7%
Max. Drawdown 28%
Worst day 13%
Max. leverage 1:73
Stand. deviation 8%
Downside Deviation 3.9%
Best day 21%
Volatility 2.5%
Return / Risk 1.4
Calmar ratio 0.1024
Sharpe ratio 0.2582
Sortino ratio 0.5334
Prefer horizon 6 m.
Longest drawdown 6,5 m.
Calculation period 4 y.
Trade days 742 (72%)
History 4 y.
Current stats
Drawdown 16% / 28%
Drawdown duration 6.5 / 6,5 m.
Max. leverage 73 / 85
Worst day 13 / 15%
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