Since inception, the fund has returned 33.9% , annualizing to 5.9% at 11.2% volatility (Sharpe 0.57 ). The book is currently 2.6% below its high-water mark.
Portfolio +33.9%
S&P 500 +101.4%
$10.0M $15.0M $20.0M May 12 Aug 23 Dec 5 Mar 20 Aug 24 Key metrics Metric 1M 3M YTD 1Y All Total return -0.8% 4.0% 14.0% 21.4% 33.9% Ann. return -9.4% 16.9% 29.9% 21.4% 5.9% Ann. volatility 0.2% 7.9% 10.8% 11.6% 11.2% Sharpe -41.59 2.01 2.47 1.73 0.57 Sortino -41.59 3.86 3.28 2.34 0.74 Max drawdown -0.8% -2.6% -4.0% -5.4% -17.3% Calmar -11.96 6.50 7.39 3.96 0.34 Hit rate 0% 25% 48% 51% 50% Beta 0.00 0.23 0.38 0.50 0.20 Alpha 0.0% 1.2% 16.7% 8.7% 3.3%
Monthly returns Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year 2026 5.8% 4.8% -2.2% 5.0% 1.9% -0.9% -0.5% -0.5% — — — — 14.0% 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% 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% 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% 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% 2021 — — — — 0.0% 0.0% 0.0% 0.0% -1.8% 2.0% -0.7% 3.4% 2.8%