PAMM Statistics

 
Updated at Jun 21, 2019
Average year -92%
Return over 1,8 y. -99%
Average month -18.9%
Last day 1%
Last month -97.6%
Last 3 months -98.7%
Last 6 months -98.1%
Last year -98.4%
Max. Drawdown 100%
Worst day 96%
Max. leverage 1:767
Stand. deviation 101.9%
Downside Deviation 28%
Best day 124%
Volatility 16.4%
Return / Risk -0.9
Calmar ratio -0.1898
Sharpe ratio -0.1936
Sortino ratio -0.7054
Shvager ratio 1.142
Prefer horizon 18 m.
Longest drawdown 1,2 y.
Calculation period 1,8 y.
Trade days 434 (91%)
History 1,8 y.
Current stats
Drawdown 99% / 100%
Drawdown duration 5,5 m. / 1,2 y.
Max. leverage 767 / 30
Worst day 96 / 15%
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