PAMM Statistics

 
Updated at Sep 30, 2020
Average year 18%
Return over 2 y. 40%
Average month 1.4%
Last day 0%
Last month -9.7%
Last 3 months -8.3%
Last 6 months 0.2%
Last year 3%
Max. Drawdown 13%
Worst day 10%
Max. leverage 1:76
Stand. deviation 3.3%
Downside Deviation 2.2%
Best day 3%
Volatility 1.1%
Return / Risk 1.4
Calmar ratio 0.1079
Sharpe ratio 0.1845
Sortino ratio 0.2741
Prefer horizon 3 m.
Longest drawdown 3,5 m.
Calculation period 2 y.
Trade days 335 (64%)
History 2 y.
Current stats
Drawdown 10% / 13%
Drawdown duration 1 / 3,5 m.
Max. leverage 76 / 300
Worst day 10 / 15%
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