PAMM Statistics

 
Updated at Jun 24, 2019
Average year -60%
Return over 6,5 m. -39%
Average month -7.3%
Last day 0%
Last month -26.4%
Last 3 months -22.3%
Last 6 months -40.8%
Max. Drawdown 48%
Worst day 17%
Max. leverage 1:45
Stand. deviation 5.7%
Downside Deviation 8.8%
Best day 18%
Volatility 4.6%
Return / Risk -1.3
Calmar ratio -0.1538
Sharpe ratio -1.4213
Sortino ratio -0.9198
Shvager ratio 1.007
Prefer horizon 6 m.
Longest drawdown 4,5 m.
Calculation period 6,5 m.
Trade days 127 (90%)
History 6,5 m.
Current stats
Drawdown 46% / 48%
Drawdown duration 4.5 / 4,5 m.
Max. leverage 45 / 100
Worst day 17 / 35%
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