Composing
| Window | Return | Ann. return | Ann. vol | Sharpe | Sortino | Max DD |
|---|---|---|---|---|---|---|
| Trailing 1 month | 2.82% | 39.60% | 10.83% | 3.14 | 4.63 | -1.22% |
| Trailing 3 months | 7.64% | 34.27% | 12.74% | 2.38 | 3.22 | -4.04% |
| Year to date | 16.13% | 51.99% | 12.68% | 3.37 | 4.52 | -4.04% |
| Trailing 12 months | 20.48% | 20.48% | 12.16% | 1.59 | 2.25 | -5.40% |
| Since inception | 36.46% | 6.44% | 11.33% | 0.61 | 0.80 | -17.25% |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | · | · | 0.0 | 0.0 | 0.0 | 0.0 | -1.8 | 2.0 | -0.7 | 3.4 | 2.8 |
| 2022 | -1.7 | -0.7 | 2.0 | -1.1 | 1.6 | -6.1 | -0.3 | 1.0 | -1.2 | 3.8 | -1.7 | -0.3 | -5.1 |
| 2023 | -5.2 | -1.7 | -0.9 | 2.4 | -3.4 | 0.1 | -3.0 | 3.1 | 0.1 | -0.5 | 1.3 | -2.2 | -9.8 |
| 2024 | 5.2 | 12.8 | 2.5 | -5.3 | -0.5 | 1.2 | -0.8 | 1.5 | 0.9 | 4.0 | 6.3 | -4.5 | 24.5 |
| 2025 | 3.0 | -0.4 | -2.2 | 2.4 | 2.3 | -1.3 | -1.1 | 0.2 | 4.7 | 0.2 | -0.1 | -0.5 | 7.3 |
| 2026 | 5.8 | 4.8 | -2.2 | 5.0 | 1.9 | · | · | · | · | · | · | · | 16.1 |