PAMM Statistics

Updated at Sep 20, 2019
Average year 60%
Return over 2,2 y. 181%
Average month 4%
Last day 0.4%
Last month 1.7%
Last 3 months 1.7%
Last 6 months -17.8%
Last year -11.7%
Max. Drawdown 43%
Worst day 28%
Max. leverage 1:154
Stand. deviation 13.6%
Downside Deviation 6.3%
Best day 24%
Volatility 3.7%
Return / Risk 1.4
Calmar ratio 0.0937
Sharpe ratio 0.2368
Sortino ratio 0.5138
Prefer horizon 6 m.
Longest drawdown 7 m.
Calculation period 2,2 y.
Trade days 505 (89%)
History 2,2 y.
Current stats
Drawdown 39% / 43%
Drawdown duration 7 / 7 m.
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