PAMM Statistics

 
Updated at Apr 26, 2024
Average year -6%
Return over 2,3 y. -13%
Average month -0.5%
Last day -0.9%
Last month -0.7%
Last 3 months 2.6%
Last 6 months -2%
Last year -8.7%
Max. Drawdown 29%
Worst day 4%
Max. leverage 1:14
Stand. deviation 3.7%
Downside Deviation 3.3%
Best day 5%
Volatility 1.7%
Return / Risk -0.2
Calmar ratio -0.0174
Sharpe ratio -0.3498
Sortino ratio -0.398
Shvager ratio 1.095
Prefer horizon 24 m.
Longest drawdown 2,2 y.
Calculation period 2,3 y.
Trade days 395 (67%)
History 2,3 y.
Current stats
Drawdown 19% / 29%
Drawdown duration 2.2 / 2,2 y.
Max. leverage 14 / 5
Worst day 4 / 5%
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