PAMM Statistics

 
Updated at Jan 28, 2019
Average year -73%
Return over 2,7 y. -97%
Average month -10.3%
Last day -20.2%
Last month -52.3%
Last 3 months -77.2%
Last 6 months -75.2%
Last year -95.2%
Max. Drawdown 98%
Worst day 54%
Max. leverage 1:109
Stand. deviation 40.3%
Downside Deviation 23.4%
Best day 36%
Volatility 10.4%
Return / Risk -0.7
Calmar ratio -0.1054
Sharpe ratio -0.2767
Sortino ratio -0.4762
Shvager ratio 1.241
Prefer horizon 12 m.
Longest drawdown 1,2 y.
Calculation period 2,7 y.
Trade days 563 (81%)
History 2,7 y.
Current stats
Drawdown 98% / 98%
Drawdown duration 10,5 m. / 1,2 y.
Max. leverage 109 / 110
Worst day 54 / 50%
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