PAMM Statistics

 
Updated at Feb 15, 2019
Average year -82%
Return over 2,7 y. -99%
Average month -13.3%
Last day 0%
Last month -99.8%
Last 3 months -99.9%
Last 6 months -99.7%
Last year -99.7%
Max. Drawdown 100%
Worst day 82%
Max. leverage 1:742
Stand. deviation 79.8%
Downside Deviation 17.4%
Best day 33%
Volatility 8.2%
Return / Risk -0.8
Calmar ratio -0.1331
Sharpe ratio -0.1765
Sortino ratio -0.8098
Shvager ratio 0.778
Prefer horizon 3 m.
Longest drawdown 3,5 m.
Calculation period 2,7 y.
Trade days 484 (68%)
History 2,7 y.
Current stats
Drawdown 100% / 100%
Drawdown duration 1.5 / 3,5 m.
Max. leverage 742 / 500
Worst day 82 / 35%
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