PAMM Statistics

 
Updated at Jun 14, 2019
Average year 21%
Return over 2,9 y. 74%
Average month 1.6%
Last day 2.8%
Last month -11.7%
Last 3 months -39.6%
Last 6 months 0.1%
Last year 23.2%
Max. Drawdown 86%
Worst day 65%
Max. leverage 1:327
Stand. deviation 29.9%
Downside Deviation 14.6%
Best day 60%
Volatility 9.3%
Return / Risk 0.2
Calmar ratio 0.0184
Sharpe ratio 0.0263
Sortino ratio 0.054
Prefer horizon 6 m.
Longest drawdown 9 m.
Calculation period 2,9 y.
Trade days 765 (99%)
History 2,9 y.
Current stats
Drawdown 54% / 86%
Drawdown duration 3.5 / 9 m.
Max. leverage 327 / 200
Worst day 65 / 33%
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