Disclaimer: This report is for informational purposes only and should not be considered as investment advice. Past performance is not indicative of future results.
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 37.0% |
| Total Return | 99% |
| CAGR% (Annual Return) | 24.4% |
| Sharpe | 2.21 |
| RoMaD | 3.79 |
| Prob. Sharpe Ratio | 99.91% |
| Smart Sharpe | 2.21 |
| Sortino | 3.17 |
| Smart Sortino | 3.17 |
| Sortino/√2 | 2.24 |
| Smart Sortino/√2 | 2.24 |
| Omega | 1.62 |
| Max Drawdown | -6.44% |
| Longest DD Days | 142 |
| Volatility (ann.) | 14.89% |
| Calmar | 3.79 |
| Skew | -0.68 |
| Kurtosis | 6.26 |
| Expected Daily% | 0.09% |
| Expected Monthly% | 1.78% |
| Expected Yearly% | 18.78% |
| Daily Value-at-Risk | -1.19% |
| Expected Shortfall (cVaR) | -1.19% |
| MTD | -0.27% |
| 3M | 10.57% |
| 6M | 11.34% |
| YTD | 11.73% |
| 1Y | 27.79% |
| 3Y (ann.) | 22.2% |
| 5Y (ann.) | 24.4% |
| 10Y (ann.) | 24.4% |
| All-time (ann.) | 24.4% |
| Best Day | 3.08% |
| Worst Day | -4.4% |
| Best Month | 8.34% |
| Worst Month | -5.06% |
| Best Year | 25.82% |
| Worst Year | 11.73% |
| Avg. Drawdown | -2.5% |
| Avg. Drawdown Days | 27 |
| Recovery Factor | 11.06 |
| Ulcer Index | 0.02 |
| Serenity Index | 5.24 |
| Avg. Up Month | 3.18% |
| Avg. Down Month | -2.1% |
| Win Days | 560.38 |
| Loss Days | 229.62 |
| Win Days% | 70.93% |
| Win Month% | 74.36% |
| Win Quarter% | 78.57% |
| Win Year% | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2022 | 17.12% | 17.64% |
| 2023 | 19.18% | 20.36% |
| 2024 | 23.44% | 25.82% |
| 2025 | 11.54% | 11.73% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-29 | -6.44 | 142 |
| 2022-11-28 | 2023-01-26 | -6.38 | 60 |
| 2023-08-25 | 2023-11-17 | -6.16 | 85 |
| 2022-05-18 | 2022-07-05 | -5.57 | 49 |
| 2025-06-11 | 2025-07-11 | -5.05 | 31 |
| 2023-02-08 | 2023-03-31 | -4.48 | 52 |
| 2023-05-10 | 2023-06-29 | -4.29 | 51 |
| 2022-07-11 | 2022-07-26 | -4.15 | 16 |
| 2023-12-20 | 2024-05-02 | -4.10 | 135 |
| 2024-08-26 | 2024-09-19 | -3.01 | 25 |