PAMM Statistics

 
Updated at Sep 18, 2020
Average year 5%
Return over 4,9 y. 27%
Average month 0.4%
Last day -0.1%
Last month 0.7%
Last 3 months 2.4%
Last 6 months 3.7%
Last year 0.2%
Max. Drawdown 15%
Worst day 9%
Max. leverage 1:10
Stand. deviation 1.7%
Downside Deviation 1.3%
Best day 3%
Volatility 0.7%
Return / Risk 0.3
Calmar ratio 0.0272
Sharpe ratio -0.2271
Sortino ratio -0.295
Prefer horizon 18 m.
Longest drawdown 1,4 y.
Calculation period 4,9 y.
Trade days 714 (56%)
History 4,9 y.
Current stats
Drawdown 1% / 15%
Drawdown duration 17 d. / 1,4 y.
Max. leverage 10 / 20
Worst day 9 / 5%
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