PAMM Statistics

 
Updated at May 23, 2019
Average year 233%
Return over 9,5 m. 159%
Average month 10.6%
Last day -8.7%
Last month 119%
Last 3 months -8.1%
Last 6 months -24.7%
Max. Drawdown 95%
Worst day 79%
Max. leverage 1:839
Stand. deviation 70.1%
Downside Deviation 23.7%
Best day 45%
Volatility 13.5%
Return / Risk 2.4
Calmar ratio 0.1106
Sharpe ratio 0.1393
Sortino ratio 0.4119
Shvager ratio 0.85
Prefer horizon 6 m.
Longest drawdown 5 m.
Calculation period 9,5 m.
Trade days 202 (99%)
History 9,5 m.
Current stats
Drawdown 39% / 95%
Drawdown duration 5 / 5 m.
Max. leverage 839 / 1,000
Worst day 79 / 95%
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