PAMM Statistics

 
Updated at Mar 6, 2020
Average year -71%
Return over 3,3 y. -98%
Average month -9.7%
Last day -96.8%
Last month -99.4%
Last 3 months -99.3%
Last 6 months -98.8%
Last year -99.4%
Max. Drawdown 100%
Worst day 98%
Max. leverage 1:836
Stand. deviation 41.6%
Downside Deviation 19.3%
Best day 143%
Volatility 8.7%
Return / Risk -0.7
Calmar ratio -0.0975
Sharpe ratio -0.253
Sortino ratio -0.5468
Shvager ratio 0.847
Prefer horizon 18 m.
Longest drawdown 1,3 y.
Calculation period 3,3 y.
Trade days 830 (97%)
History 3,3 y.
Current stats
Drawdown 100% / 100%
Drawdown duration 1.3 / 1,3 y.
Max. leverage 836 / 1,000
Worst day 98 / 90%
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