PAMM Statistics

 
Updated at Sep 27, 2019
Average year 9%
Return over 2,2 y. 21%
Average month 0.7%
Last day 0%
Last month 0.8%
Last 3 months 1%
Last 6 months -7.7%
Last year -1.7%
Max. Drawdown 20%
Worst day 10%
Max. leverage 1:42
Stand. deviation 4.3%
Downside Deviation 3%
Best day 13%
Volatility 2.3%
Return / Risk 0.5
Calmar ratio 0.0379
Sharpe ratio -0.0111
Sortino ratio -0.0158
Shvager ratio 1.161
Prefer horizon 6 m.
Longest drawdown 5 m.
Calculation period 2,2 y.
Trade days 191 (34%)
History 2,2 y.
Current stats
Drawdown 13% / 20%
Drawdown duration 5 / 5 m.
Max. leverage 42 / 60
Worst day 10 / 12%
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