PAMM Statistics

 
Updated at Jun 18, 2019
Average year -97%
Return over 1,3 y. -99%
Average month -24.5%
Last day -35.9%
Last month -95.4%
Last 3 months -98.5%
Last 6 months -96%
Last year -98.7%
Max. Drawdown 99%
Worst day 86%
Max. leverage 1:452
Stand. deviation 65%
Downside Deviation 29.8%
Best day 87%
Volatility 16.3%
Return / Risk -1
Calmar ratio -0.2469
Sharpe ratio -0.3885
Sortino ratio -0.8481
Shvager ratio 1.091
Prefer horizon 12 m.
Longest drawdown 1,2 y.
Calculation period 1,3 y.
Trade days 334 (99%)
History 1,3 y.
Current stats
Drawdown 99% / 99%
Drawdown duration 1.2 / 1,2 y.
Max. leverage 452 / 100
Worst day 86 / 30%
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