PAMM Statistics

 
Updated at Dec 6, 2019
Average year 13%
Return over 3,5 y. 56%
Average month 1%
Last day 0%
Last month -2.8%
Last 3 months -0.4%
Last 6 months -5.9%
Last year -12.4%
Max. Drawdown 26%
Worst day 8%
Max. leverage 1:16
Stand. deviation 5.1%
Downside Deviation 3.1%
Best day 14%
Volatility 3.5%
Return / Risk 0.5
Calmar ratio 0.0403
Sharpe ratio 0.0491
Sortino ratio 0.0804
Prefer horizon 6 m.
Longest drawdown 8,5 m.
Calculation period 3,5 y.
Trade days 162 (18%)
History 3,5 y.
Current stats
Drawdown 12% / 26%
Drawdown duration 8.5 / 8,5 m.
Max. leverage 16 / 25
Worst day 8 / 30%
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