PAMM Statistics

 
Updated at May 11, 2021
Average year 5%
Return over 4,2 y. 22%
Average month 0.4%
Last day -1.6%
Last month -38.9%
Last 3 months -27.3%
Last 6 months 5.4%
Last year -7.6%
Max. Drawdown 56%
Worst day 24%
Max. leverage 1:17
Stand. deviation 12.5%
Downside Deviation 7.4%
Best day 22%
Volatility 2.9%
Return / Risk 0.1
Calmar ratio 0.0071
Sharpe ratio -0.0324
Sortino ratio -0.0545
Shvager ratio 1.256
Prefer horizon 24 m.
Longest drawdown 2,9 y.
Calculation period 4,2 y.
Trade days 1098 (99%)
History 4,2 y.
Current stats
Drawdown 55% / 56%
Drawdown duration 1,5 m. / 2,9 y.
Max. leverage 17 / 24
Worst day 24 / 45%
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