PAMM Statistics

 
Updated at Jul 22, 2019
Average year 6%
Return over 3,7 y. 24%
Average month 0.5%
Last day 0%
Last month 0.4%
Last 3 months -1.5%
Last 6 months -1.9%
Last year -1.2%
Max. Drawdown 5%
Worst day 3%
Max. leverage 1:9
Stand. deviation 1.6%
Downside Deviation 1.1%
Best day 2%
Volatility 0.6%
Return / Risk 1.2
Calmar ratio 0.0972
Sharpe ratio -0.1962
Sortino ratio -0.2785
Prefer horizon 12 m.
Longest drawdown 11 m.
Calculation period 3,7 y.
Trade days 487 (50%)
History 3,7 y.
Current stats
Drawdown 3% / 5%
Drawdown duration 4 / 11 m.
Max. leverage 9 / 20
Worst day 3 / 5%
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