PAMM Statistics

 
Updated at Jun 7, 2019
Average year -66%
Return over 1,7 y. -84%
Average month -8.6%
Last day -0.1%
Last month 15.5%
Last 3 months 73.2%
Last 6 months 79%
Last year 20%
Max. Drawdown 98%
Worst day 62%
Max. leverage 1:305
Stand. deviation 58.5%
Downside Deviation 25.8%
Best day 48%
Volatility 11.7%
Return / Risk -0.7
Calmar ratio -0.0882
Sharpe ratio -0.1608
Sortino ratio -0.3641
Shvager ratio 0.979
Prefer horizon 18 m.
Longest drawdown 1,6 y.
Calculation period 1,7 y.
Trade days 410 (92%)
History 1,7 y.
Current stats
Drawdown 94% / 98%
Drawdown duration 1.6 / 1,6 y.
Max. leverage 305 / 1,000
Worst day 62 / 100%
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