PAMM Statistics

 
Updated at Sep 27, 2019
Average year 16%
Return over 2,1 y. 37%
Average month 1.2%
Last day 0.1%
Last month 2.9%
Last 3 months 1.7%
Last 6 months 0.7%
Last year -5.5%
Max. Drawdown 18%
Worst day 10%
Max. leverage 1:42
Stand. deviation 4%
Downside Deviation 2.7%
Best day 10%
Volatility 1.8%
Return / Risk 0.9
Calmar ratio 0.0668
Sharpe ratio 0.1071
Sortino ratio 0.1563
Shvager ratio 1.11
Prefer horizon 6 m.
Longest drawdown 5,5 m.
Calculation period 2,1 y.
Trade days 519 (93%)
History 2,1 y.
Current stats
Drawdown 6% / 18%
Drawdown duration 5.5 / 5,5 m.
Max. leverage 42 / 55
Worst day 10 / 12%
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