PAMM Statistics

 
Updated at Aug 23, 2021
Average year -24%
Return over 4,7 y. -73%
Average month -2.3%
Last day -0.7%
Last month 0.6%
Last 3 months 22.5%
Last 6 months -11.1%
Last year -49.8%
Max. Drawdown 84%
Worst day 28%
Max. leverage 1:77
Stand. deviation 14.2%
Downside Deviation 9.8%
Best day 22%
Volatility 4.6%
Return / Risk -0.3
Calmar ratio -0.0275
Sharpe ratio -0.2173
Sortino ratio -0.3164
Shvager ratio 1.146
Prefer horizon 24 m.
Longest drawdown 4,4 y.
Calculation period 4,7 y.
Trade days 1207 (99%)
History 4,7 y.
Current stats
Drawdown 75% / 84%
Drawdown duration 4.4 / 4,4 y.
Max. leverage 77 / 100
Worst day 28 / 30%
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