PAMM Statistics

 
Updated at May 24, 2019
Average year 28%
Return over 2 y. 64%
Average month 2.1%
Last day 0.3%
Last month 0.3%
Last 3 months -4.5%
Last 6 months 3.5%
Last year 3.3%
Max. Drawdown 33%
Worst day 31%
Max. leverage 1:112
Stand. deviation 8.3%
Downside Deviation 4.5%
Best day 22%
Volatility 3.3%
Return / Risk 0.8
Calmar ratio 0.0623
Sharpe ratio 0.1518
Sortino ratio 0.2832
Shvager ratio 0.911
Prefer horizon 12 m.
Longest drawdown 1,2 y.
Calculation period 2 y.
Trade days 439 (83%)
History 2 y.
Current stats
Drawdown 11% / 33%
Drawdown duration 1.2 / 1,2 y.
Max. leverage 112 / 500
Worst day 31 / 50%
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