PAMM Statistics

 
Updated at Apr 19, 2024
Average year -19%
Return over 6,5 y. -73%
Average month -1.7%
Last day -3.2%
Last month -39.6%
Last 3 months -60%
Last 6 months -38%
Last year -70.5%
Max. Drawdown 90%
Worst day 29%
Max. leverage 1:10
Stand. deviation 22.6%
Downside Deviation 13%
Best day 27%
Volatility 7.3%
Return / Risk -0.2
Calmar ratio -0.0189
Sharpe ratio -0.1104
Sortino ratio -0.1913
Shvager ratio 1.06
Prefer horizon 24 m.
Longest drawdown 5,9 y.
Calculation period 6,5 y.
Trade days 1673 (99%)
History 6,5 y.
Current stats
Drawdown 80% / 90%
Drawdown duration 5.9 / 5,9 y.
Max. leverage 10 / 10
Worst day 29 / 50%
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