| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 12.35% | 0.00% | ||||||||||
| 2022 | 0.00% | 0.00% | 5.04% | -2.04% | 0.00% | 0.00% | 2.17% | 8.21% | 0.00% | 9.93% | -20.86% | -23.07% |
| 2023 | 13.66% | -1.92% | 0.35% | -1.98% | 0.00% | 0.00% | -5.88% | -9.69% | 0.00% | 3.88% | -0.22% | 26.35% |
| 2024 | -4.66% | 23.49% | 26.88% | 0.00% | -4.11% | 5.21% | -1.46% | -17.87% | 6.53% | -3.09% | 5.24% | -4.22% |
| 2025 | -3.35% | -23.02% | 2.89% | -0.89% | 9.39% | 0.00% | 17.17% | -0.47% | 10.38% | 1.15% | 0.00% | 0.00% |
| 2026 | 0.35% |
| Year | Return |
|---|---|
| 2022 | -23.86% |
| 2023 | 22.07% |
| 2024 | 26.93% |
| 2025 | 8.07% |
| 2026 | 0.35% |
| Metric | Value |
|---|---|
| Start | 2021-10-19 |
| End | 2026-01-05 |
| Years | 4.22 |
| Initial Equity | $1,005,080.99 |
| Final Equity | $1,555,690.56 |
| Total Return | 54.78% |
| CAGR | 10.92% |
| Ann. Return (mean) | 17.55% |
| Ann. Volatility | 37.89% |
| Sharpe (rf=0) | 0.463 |
| Sortino (rf=0) | 0.711 |
| Max Drawdown | -54.17% |
| Calmar | 0.202 |
| VaR 95% (daily) | -2.84% |
| CVaR 95% (daily) | -4.99% |
| VaR 99% (daily) | -6.30% |
| CVaR 99% (daily) | -8.67% |
| Exposure (invested days) | 43.70% |
| Peak | Valley | Recovery/Last | Depth% | Days |
|---|---|---|---|---|
| 2024-03-15 | 2025-03-10 | 2026-01-05 | -54.17% | 661 |
| 2022-11-04 | 2023-08-17 | 2024-03-10 | -47.87% | 492 |
| 2022-08-10 | 2022-10-15 | 2022-10-31 | -15.60% | 82 |
| 2021-10-20 | 2021-10-27 | 2021-10-29 | -10.39% | 9 |
| 2021-11-08 | 2021-11-17 | 2022-08-04 | -10.01% | 269 |