PAMM Statistics

 
Updated at May 20, 2019
Average year 8%
Return over 2,6 y. 22%
Average month 0.6%
Last day 0.5%
Last month -0.1%
Last 3 months 0.9%
Last 6 months 1.1%
Last year 2.6%
Max. Drawdown 6%
Worst day 2%
Max. leverage 1:9
Stand. deviation 1.5%
Downside Deviation 1.1%
Best day 1%
Volatility 0.6%
Return / Risk 1.3
Calmar ratio 0.1073
Sharpe ratio -0.1037
Sortino ratio -0.1369
Prefer horizon 6 m.
Longest drawdown 6 m.
Calculation period 2,6 y.
Trade days 584 (85%)
History 2,6 y.
Current stats
Drawdown 2% / 6%
Drawdown duration 2 / 6 m.
Max. leverage 9 / 50
Worst day 2 / 15%
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