PAMM Statistics

 
Updated at Sep 18, 2020
Average year 31%
Return over 5,3 y. 324%
Average month 2.3%
Last day -0.8%
Last month -0.4%
Last 3 months 2.9%
Last 6 months 6.8%
Last year -2.6%
Max. Drawdown 28%
Worst day 13%
Max. leverage 1:73
Stand. deviation 7.3%
Downside Deviation 3.7%
Best day 21%
Volatility 2.1%
Return / Risk 1.1
Calmar ratio 0.0824
Sharpe ratio 0.2049
Sortino ratio 0.4031
Prefer horizon 24 m.
Longest drawdown 1,9 y.
Calculation period 5,3 y.
Trade days 1059 (77%)
History 5,3 y.
Current stats
Drawdown 5% / 28%
Drawdown duration 1.9 / 1,9 y.
Max. leverage 73 / 85
Worst day 13 / 15%
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