PAMM Statistics

 
Updated at May 16, 2019
Average year -76%
Return over 11,5 m. -75%
Average month -11.2%
Last day -34.6%
Last month -57.8%
Last 3 months -75%
Last 6 months -78.4%
Max. Drawdown 87%
Worst day 58%
Max. leverage 1:262
Stand. deviation 27.1%
Downside Deviation 20.4%
Best day 72%
Volatility 8.8%
Return / Risk -0.9
Calmar ratio -0.1288
Sharpe ratio -0.4411
Sortino ratio -0.5875
Shvager ratio 0.987
Prefer horizon 6 m.
Longest drawdown 8,5 m.
Calculation period 11,5 m.
Trade days 226 (89%)
History 11,5 m.
Current stats
Drawdown 79% / 87%
Drawdown duration 8.5 / 8,5 m.
Max. leverage 262 / 100
Worst day 58 / 30%
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