PAMM Statistics

 
Updated at Jul 26, 2024
Average year -11%
Return over 3,8 y. -36%
Average month -1%
Last day -0.9%
Last month -24.5%
Last 3 months -20.9%
Last 6 months -12.5%
Last year -22.9%
Max. Drawdown 66%
Worst day 18%
Max. leverage 1:46
Stand. deviation 11%
Downside Deviation 8.3%
Best day 8%
Volatility 2.8%
Return / Risk -0.2
Calmar ratio -0.0151
Sharpe ratio -0.1623
Sortino ratio -0.2171
Shvager ratio 0.918
Prefer horizon 18 m.
Longest drawdown 1,5 y.
Calculation period 3,8 y.
Trade days 864 (88%)
History 3,8 y.
Current stats
Drawdown 64% / 66%
Drawdown duration 1.5 / 1,5 y.
Max. leverage 46 / 50
Worst day 18 / 12%
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