PAMM Statistics

 
Updated at Sep 11, 2019
Average year 23%
Return over 1,4 y. 33%
Average month 1.8%
Last day -2%
Last month -16.6%
Last 3 months -16.2%
Last 6 months -5%
Last year 4.7%
Max. Drawdown 38%
Worst day 20%
Max. leverage 1:170
Stand. deviation 8.8%
Downside Deviation 5%
Best day 16%
Volatility 3.1%
Return / Risk 0.6
Calmar ratio 0.0465
Sharpe ratio 0.1104
Sortino ratio 0.1924
Shvager ratio 0.771
Prefer horizon 6 m.
Longest drawdown 7 m.
Calculation period 1,4 y.
Trade days 314 (89%)
History 1,4 y.
Current stats
Drawdown 21% / 38%
Drawdown duration 7 d. / 7 m.
Max. leverage 170 / 200
Worst day 20 / 25%
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