PAMM Statistics

 
Updated at Jan 28, 2020
Average year 16%
Return over 3,6 y. 72%
Average month 1.3%
Last day 1.1%
Last month -9.9%
Last 3 months -6.9%
Last 6 months -3.2%
Last year -11.9%
Max. Drawdown 25%
Worst day 8%
Max. leverage 1:234
Stand. deviation 5.1%
Downside Deviation 3.4%
Best day 8%
Volatility 1.6%
Return / Risk 0.6
Calmar ratio 0.0504
Sharpe ratio 0.0896
Sortino ratio 0.1361
Prefer horizon 6 m.
Longest drawdown 7 m.
Calculation period 3,6 y.
Trade days 927 (98%)
History 3,6 y.
Current stats
Drawdown 16% / 25%
Drawdown duration 1.5 / 7 m.
Max. leverage 234 / 300
Worst day 8 / 10%
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