PAMM Statistics

 
Updated at Apr 30, 2019
Average year -61%
Return over 2,7 y. -92%
Average month -7.5%
Last day 0%
Last month 0%
Last 3 months -38.2%
Last 6 months -74.8%
Last year -89.2%
Max. Drawdown 99%
Worst day 45%
Max. leverage 1:399
Stand. deviation 39.7%
Downside Deviation 22.7%
Best day 29%
Volatility 9.7%
Return / Risk -0.6
Calmar ratio -0.0761
Sharpe ratio -0.2097
Sortino ratio -0.3667
Shvager ratio 0.748
Prefer horizon 24 m.
Longest drawdown 2 y.
Calculation period 2,7 y.
Trade days 429 (61%)
History 2,7 y.
Current stats
Drawdown 99% / 99%
Drawdown duration 2 / 2 y.
Max. leverage 399 / 500
Worst day 45 / 25%
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