PAMM Statistics

 
Updated at Sep 6, 2021
Average year -47%
Return over 5,4 y. -97%
Average month -5.2%
Last day 0%
Last month -5.5%
Last 3 months -34.9%
Last 6 months -33.3%
Last year -45.1%
Max. Drawdown 99%
Worst day 43%
Max. leverage 1:241
Stand. deviation 29.7%
Downside Deviation 18.5%
Best day 71%
Volatility 25%
Return / Risk -0.5
Calmar ratio -0.0525
Sharpe ratio -0.202
Sortino ratio -0.3236
Shvager ratio 1.102
Prefer horizon 24 m.
Longest drawdown 3,6 y.
Calculation period 5,4 y.
Trade days 230 (16%)
History 5,4 y.
Current stats
Drawdown 99% / 99%
Drawdown duration 3.6 / 3,6 y.
Max. leverage 241 / 2,500
Worst day 43 / 100%
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