PAMM Statistics

 
Updated at Jul 19, 2019
Average year 4%
Return over 1,2 y. 4%
Average month 0.3%
Last day 0%
Last month -53%
Last 3 months -48.8%
Last 6 months -40.6%
Last year -11.1%
Max. Drawdown 55%
Worst day 55%
Max. leverage 1:221
Stand. deviation 5.3%
Downside Deviation 8.2%
Best day 3%
Volatility 4.5%
Return / Risk 0.1
Calmar ratio 0.0054
Sharpe ratio -0.094
Sortino ratio -0.0605
Shvager ratio 0.338
Prefer horizon 3 m.
Longest drawdown 20 d.
Calculation period 1,2 y.
Trade days 62 (20%)
History 1,2 y.
Current stats
Drawdown 55% / 55%
Drawdown duration 1 / 20 d.
Max. leverage 221 / 380
Worst day 55 / 51%
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