PAMM Statistics

 
Updated at May 31, 2019
Average year 1%
Return over 1,3 y. 1%
Average month 0.1%
Last day 0%
Last month 2.1%
Last 3 months 12.1%
Last 6 months -24.7%
Last year -26.8%
Max. Drawdown 58%
Worst day 31%
Max. leverage 1:114
Stand. deviation 19.3%
Downside Deviation 11.4%
Best day 23%
Volatility 6%
Return / Risk 0
Calmar ratio 0.0012
Sharpe ratio -0.0375
Sortino ratio -0.0634
Shvager ratio 0.854
Prefer horizon 12 m.
Longest drawdown 9,5 m.
Calculation period 1,3 y.
Trade days 290 (84%)
History 1,3 y.
Current stats
Drawdown 29% / 58%
Drawdown duration 9.5 / 9,5 m.
Max. leverage 114 / 200
Worst day 31 / 50%
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