PAMM Statistics

 
Updated at Jun 24, 2019
Average year -2%
Return over 1,1 y. -2%
Average month -0.2%
Last day 0.1%
Last month -7.6%
Last 3 months -9.5%
Last 6 months -5.6%
Last year 0.3%
Max. Drawdown 13%
Worst day 8%
Max. leverage 1:41
Stand. deviation 4.2%
Downside Deviation 3.2%
Best day 4%
Volatility 1.5%
Return / Risk -0.1
Calmar ratio -0.0123
Sharpe ratio -0.2281
Sortino ratio -0.2964
Shvager ratio 1.067
Prefer horizon 6 m.
Longest drawdown 4,5 m.
Calculation period 1,1 y.
Trade days 282 (96%)
History 1,1 y.
Current stats
Drawdown 12% / 13%
Drawdown duration 1.5 / 4,5 m.
Max. leverage 41 / 500
Worst day 8 / 30%
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