PAMM Statistics

 
Updated at Sep 18, 2020
Average year 40%
Return over 2,6 y. 139%
Average month 2.9%
Last day 1.5%
Last month 0.9%
Last 3 months -14%
Last 6 months -10.3%
Last year -15.3%
Max. Drawdown 32%
Worst day 16%
Max. leverage 1:59
Stand. deviation 10.9%
Downside Deviation 6.1%
Best day 19%
Volatility 2.6%
Return / Risk 1.2
Calmar ratio 0.088
Sharpe ratio 0.1893
Sortino ratio 0.3347
Prefer horizon 12 m.
Longest drawdown 11,5 m.
Calculation period 2,6 y.
Trade days 591 (88%)
History 2,6 y.
Current stats
Drawdown 17% / 32%
Drawdown duration 11.5 / 11,5 m.
Max. leverage 59 / 100
Worst day 16 / 20%
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