PAMM Statistics

 
Updated at Dec 14, 2020
Average year -20%
Return over 2,2 y. -39%
Average month -1.9%
Last day -14.6%
Last month -48.4%
Last 3 months -51.5%
Last 6 months -73.1%
Last year -70.2%
Max. Drawdown 76%
Worst day 45%
Max. leverage 1:38
Stand. deviation 21.8%
Downside Deviation 13.9%
Best day 16%
Volatility 5.5%
Return / Risk -0.3
Calmar ratio -0.0242
Sharpe ratio -0.1213
Sortino ratio -0.1909
Shvager ratio 0.892
Prefer horizon 6 m.
Longest drawdown 6,5 m.
Calculation period 2,2 y.
Trade days 504 (89%)
History 2,2 y.
Current stats
Drawdown 76% / 76%
Drawdown duration 6.5 / 6,5 m.
Max. leverage 38 / 2,500
Worst day 45 / 100%
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