PAMM Statistics

 
Updated at Nov 27, 2020
Average year -59%
Return over 2,2 y. -85%
Average month -7.1%
Last day 0%
Last month -70%
Last 3 months -81.5%
Last 6 months -88.5%
Last year -88.9%
Max. Drawdown 94%
Worst day 52%
Max. leverage 1:237
Stand. deviation 36.1%
Downside Deviation 20.6%
Best day 26%
Volatility 7.2%
Return / Risk -0.6
Calmar ratio -0.0757
Sharpe ratio -0.2191
Sortino ratio -0.3835
Shvager ratio 0.653
Prefer horizon 6 m.
Longest drawdown 8,5 m.
Calculation period 2,2 y.
Trade days 487 (86%)
History 2,2 y.
Current stats
Drawdown 92% / 94%
Drawdown duration 8.5 / 8,5 m.
Max. leverage 237 / 90
Worst day 52 / 50%
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