PAMM Statistics

 
Updated at Apr 30, 2019
Average year -59%
Return over 3,2 y. -94%
Average month -7.2%
Last day 0%
Last month 0.2%
Last 3 months -15.9%
Last 6 months -68%
Last year -86.9%
Max. Drawdown 98%
Worst day 58%
Max. leverage 1:394
Stand. deviation 31.7%
Downside Deviation 20%
Best day 30%
Volatility 8.5%
Return / Risk -0.6
Calmar ratio -0.0728
Sharpe ratio -0.2512
Sortino ratio -0.3979
Shvager ratio 0.688
Prefer horizon 24 m.
Longest drawdown 2 y.
Calculation period 3,2 y.
Trade days 536 (65%)
History 3,2 y.
Current stats
Drawdown 98% / 98%
Drawdown duration 2 / 2 y.
Max. leverage 394 / 500
Worst day 58 / 25%
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