PAMM Statistics

 
Updated at Mar 25, 2019
Average year 13%
Return over 2,1 y. 29%
Average month 1%
Last day 0.6%
Last month -10.8%
Last 3 months -24.4%
Last 6 months -57.8%
Last year -65.4%
Max. Drawdown 75%
Worst day 19%
Max. leverage 1:17
Stand. deviation 23.6%
Downside Deviation 13.2%
Best day 15%
Volatility 7.1%
Return / Risk 0.2
Calmar ratio 0.0133
Sharpe ratio 0.0085
Sortino ratio 0.0152
Shvager ratio 1.125
Prefer horizon 12 m.
Longest drawdown 11 m.
Calculation period 2,1 y.
Trade days 542 (99%)
History 2,1 y.
Current stats
Drawdown 72% / 75%
Drawdown duration 11 / 11 m.
Max. leverage 17 / 17
Worst day 19 / 20%
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