PAMM Statistics

 
Updated at Aug 23, 2019
Average year 7%
Return over 2,9 y. 23%
Average month 0.6%
Last day -0.1%
Last month -1.7%
Last 3 months -0.2%
Last 6 months 1.3%
Last year -1.1%
Max. Drawdown 6%
Worst day 2%
Max. leverage 1:9
Stand. deviation 1.5%
Downside Deviation 1.2%
Best day 1%
Volatility 0.6%
Return / Risk 1.2
Calmar ratio 0.0982
Sharpe ratio -0.1427
Sortino ratio -0.1824
Prefer horizon 6 m.
Longest drawdown 6 m.
Calculation period 2,9 y.
Trade days 633 (84%)
History 2,9 y.
Current stats
Drawdown 2% / 6%
Drawdown duration 2 / 6 m.
Max. leverage 9 / 50
Worst day 2 / 15%
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