PAMM Statistics

 
Updated at Apr 30, 2019
Average year -53%
Return over 2,9 y. -88%
Average month -6%
Last day 0%
Last month 0%
Last 3 months -44.3%
Last 6 months -76.7%
Last year -90.1%
Max. Drawdown 99%
Worst day 48%
Max. leverage 1:391
Stand. deviation 37.9%
Downside Deviation 21.4%
Best day 87%
Volatility 9.4%
Return / Risk -0.5
Calmar ratio -0.0613
Sharpe ratio -0.1805
Sortino ratio -0.3201
Shvager ratio 0.771
Prefer horizon 24 m.
Longest drawdown 2 y.
Calculation period 2,9 y.
Trade days 501 (67%)
History 2,9 y.
Current stats
Drawdown 98% / 99%
Drawdown duration 2 / 2 y.
Max. leverage 391 / 500
Worst day 48 / 25%
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