PAMM Statistics

 
Updated at Sep 18, 2020
Average year 33%
Return over 1,8 y. 66%
Average month 2.4%
Last day 0.5%
Last month -1.7%
Last 3 months 0.1%
Last 6 months 18.5%
Last year 19.1%
Max. Drawdown 31%
Worst day 11%
Max. leverage 1:16
Stand. deviation 8.8%
Downside Deviation 4.8%
Best day 14%
Volatility 2.5%
Return / Risk 1
Calmar ratio 0.0764
Sharpe ratio 0.1804
Sortino ratio 0.3297
Prefer horizon 6 m.
Longest drawdown 6,5 m.
Calculation period 1,8 y.
Trade days 445 (95%)
History 1,8 y.
Current stats
Drawdown 6% / 31%
Drawdown duration 1.5 / 6,5 m.
Max. leverage 16 / 25
Worst day 11 / 25%
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