PAMM Statistics

 
Updated at Jun 17, 2019
Average year -36%
Return over 1,5 y. -48%
Average month -3.7%
Last day -22.5%
Last month -67.2%
Last 3 months -64.6%
Last 6 months -62.5%
Last year -62.8%
Max. Drawdown 75%
Worst day 51%
Max. leverage 1:88
Stand. deviation 15.4%
Downside Deviation 12.7%
Best day 34%
Volatility 4.7%
Return / Risk -0.5
Calmar ratio -0.0496
Sharpe ratio -0.2925
Sortino ratio -0.356
Shvager ratio 0.683
Prefer horizon 6 m.
Longest drawdown 5 m.
Calculation period 1,5 y.
Trade days 357 (94%)
History 1,5 y.
Current stats
Drawdown 69% / 75%
Drawdown duration 18 d. / 5 m.
Max. leverage 88 / 500
Worst day 51 / 50%
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