PAMM Statistics

 
Updated at Jul 22, 2019
Average year 16%
Return over 3,2 y. 58%
Average month 1.2%
Last day 0%
Last month -3.3%
Last 3 months -7.4%
Last 6 months -7.6%
Last year -3.6%
Max. Drawdown 26%
Worst day 8%
Max. leverage 1:16
Stand. deviation 5.3%
Downside Deviation 3.2%
Best day 14%
Volatility 3.6%
Return / Risk 0.6
Calmar ratio 0.0469
Sharpe ratio 0.0794
Sortino ratio 0.1323
Prefer horizon 6 m.
Longest drawdown 6,5 m.
Calculation period 3,2 y.
Trade days 148 (18%)
History 3,2 y.
Current stats
Drawdown 11% / 26%
Drawdown duration 4 / 6,5 m.
Max. leverage 16 / 25
Worst day 8 / 30%
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