PAMM Statistics

 
Updated at Apr 30, 2019
Average year -57%
Return over 3,4 y. -94%
Average month -6.8%
Last day 0%
Last month 0.2%
Last 3 months -17.1%
Last 6 months -70%
Last year -87.7%
Max. Drawdown 98%
Worst day 62%
Max. leverage 1:389
Stand. deviation 38.6%
Downside Deviation 22.1%
Best day 56%
Volatility 8.9%
Return / Risk -0.6
Calmar ratio -0.0696
Sharpe ratio -0.1974
Sortino ratio -0.345
Shvager ratio 0.677
Prefer horizon 24 m.
Longest drawdown 2 y.
Calculation period 3,4 y.
Trade days 616 (70%)
History 3,4 y.
Current stats
Drawdown 98% / 98%
Drawdown duration 2 / 2 y.
Max. leverage 389 / 500
Worst day 62 / 25%
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