
Strategy began |
01/09/2017 |
% Profitable trades | 60.23 |
Maximum drawdown (MDD) | -22.91% |
Drawdown period | January 2018 - December 2018 |
Correlation to SP500 | 0.87 |
Standard deviation | 16.66% |
Beta | 0.88 |
last month | 5.09% |
6 month | 0.59% |
12 month | 3.57% |
3 years | 78.25% |
since inception | 91.08% |
CAGR | 15.48% |
Annualized median return | Sharp | Sortino | Calmar | Alpha |
24.12% | 1.45 | 2.71 | 1.05 | 10.58% |
Please look at the calculation details and description by the link. Not investment advice.
You should consider whether you can afford to take the high risk of losing your money. Past performance is not an indication of future results.
AUM: $100K-$300K
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() GOOG Alphabet |
2.70% | -5.14% | 2.59% |
![]() MSFT Microsoft |
2.70% | 2.97% | 2.81% |
![]() AMZN Amazon |
2.25% | 2.11% | 2.32% |
![]() ATVI Activision Blizzard, Inc. |
2.25% | 4.03% | 2.37% |
![]() NESN.ZU Nestle SA |
2.02% | -3.01% | 1.99% |
![]() ZURN.ZU Zurich Insurance Group Ltd |
2.02% | -2.92% | 1.99% |
![]() ROG.ZU Roche Holding Ltd |
1.80% | -4.70% | 1.73% |
![]() SIKA.ZU Sika Ltd |
1.80% | -16.75% | 1.52% |
![]() LIT Global X Lithium & Battery Tech ETF |
1.69% | 4.72% | 1.79% |
![]() PFE Pfizer |
1.57% | -8.67% | 1.45% |
![]() MRK Merck |
1.35% | 2.54% | 1.40% |
![]() IFX.DE Infineon Technologies AG |
1.35% | -2.39% | 1.33% |
![]() RI.PA Pernod-Ricard SA |
1.35% | 6.61% | 1.46% |
![]() FCX Freeport-McMoRan Inc |
1.35% | -33.59% | 0.91% |
![]() AMD Advanced Micro Devices Inc |
1.35% | 7.95% | 1.47% |
![]() GLEN.L Glencore Plc |
1.35% | 0.92% | 1.38% |
![]() LGEN.L Legal & General |
1.35% | 9.84% | 1.50% |
![]() NHY.OL Norsk Hydro |
1.35% | -0.03% | 1.36% |
![]() NOVO-B.CO Novo Nordisk B A/S |
1.35% | -1.69% | 1.34% |
![]() VOF.L VinaCapital Vietnam Opportunity Fund |
1.35% | -2.48% | 1.33% |
![]() XOP SPDR S&P Oil & Gas Exploration & Prod |
1.35% | -14.71% | 1.16% |
![]() IBB Ishares Nasdaq Biotechnology |
1.35% | 15.82% | 1.58% |
![]() ISF.L iShares Core FTSE 100 UCITS ETF (Dist) |
1.35% | 1.24% | 1.38% |
![]() DJP iPath Bloomberg Commodity Index Total Return ETN |
1.35% | -9.61% | 1.23% |
![]() ZTS Zoetis |
1.35% | -10.39% | 1.22% |
![]() EQIX Equinix Inc |
1.35% | 8.66% | 1.48% |
![]() ASML.NV ASML Holding NV |
1.35% | 1.92% | 1.39% |
![]() CRWD Crowdstrike Holdings |
1.35% | 15.38% | 1.58% |
![]() LONN.ZU Lonza Group Ltd |
1.35% | -6.95% | 1.27% |
![]() CLOU Global X Cloud Computing ETF |
1.35% | 1.35% | 1.38% |
![]() PAAS Pan American Silver Corp |
1.35% | -32.13% | 0.93% |
![]() CVS CVS Health Corp |
1.16% | 4.19% | 1.22% |
![]() GE General Electric Co |
1.12% | 2.88% | 1.17% |
![]() MOS Mosaic Co |
1.12% | 4.46% | 1.19% |
![]() NDX1.DE Nordex |
1.12% | 1.03% | 1.15% |
![]() ZAL.DE Zalando |
1.12% | -1.71% | 1.12% |
![]() HDV iShares Core High Dividend ETF |
1.12% | 1.84% | 1.16% |
![]() TMO Thermo Fisher Scientific Inc |
1.01% | -2.31% | 1.00% |
![]() AAPL Apple |
0.90% | 6.83% | 0.97% |
![]() NVDA NVIDIA Corporation |
0.90% | -1.62% | 0.90% |
![]() ETSY Etsy Inc |
0.90% | 9.88% | 1.00% |
![]() ALV.DE Allianz SE |
0.90% | -5.75% | 0.86% |
![]() AIR.PA AIRBUS GROUP |
0.90% | 2.70% | 0.93% |
![]() CABK.MC Caixabank |
0.90% | -10.20% | 0.82% |
![]() CFR.ZU Compagnie Financiere Richemont SA |
0.90% | -6.54% | 0.85% |
![]() WFC Wells Fargo & Co |
0.90% | 2.49% | 0.93% |
![]() WMB Williams Companies Inc |
0.90% | -5.26% | 0.86% |
![]() NEM Newmont Mining Corp |
0.90% | -41.33% | 0.53% |
![]() AZN.L AstraZeneca |
0.90% | 5.67% | 0.96% |
![]() IMB.L Imperial Brands PLC |
0.90% | 3.78% | 0.94% |
![]() DANSKE.CO Danske Bank A/S |
0.90% | -5.23% | 0.86% |
![]() BOSS.DE HUGO BOSS |
0.90% | 4.89% | 0.95% |
![]() NVS Novartis ADR |
0.90% | -4.63% | 0.87% |
![]() SLB Schlumberger Ltd |
0.90% | -10.15% | 0.82% |
![]() XBI SPDR S&P Biotech ETF |
0.90% | 12.87% | 1.03% |
![]() TNDM Tandem Diabetes Care Inc |
0.90% | -5.03% | 0.86% |
![]() ACX.MC Acerinox SA |
0.90% | -7.15% | 0.84% |
![]() PAH3.DE Porsche Automobil Holding SE |
0.90% | -0.87% | 0.90% |
![]() SE Sea Ltd |
0.90% | 3.64% | 0.94% |
![]() GNRC Generac Holdings Inc |
0.90% | -7.48% | 0.84% |
![]() PLUG Plug Power Inc |
0.90% | 39.45% | 1.27% |
![]() NOVA Sunnova Energy International Inc |
0.90% | -0.88% | 0.90% |
![]() TECK Teck Resources Ltd |
0.90% | -9.17% | 0.83% |
|
0.90% | -17.76% | 0.75% |
![]() BKNG Booking Holdings Inc |
0.67% | 1.81% | 0.69% |
![]() NDA.DE Aurubis AG |
0.67% | -1.94% | 0.67% |
![]() OXY Occidental Petroleum Corp |
0.67% | -1.65% | 0.67% |
![]() LULU Lululemon Athletica Inc |
0.67% | 11.69% | 0.76% |
![]() BARN.ZU Barry Callebaut AG |
0.67% | -9.81% | 0.62% |
![]() VACN.ZU VAT Group Ltd |
0.67% | 10.15% | 0.75% |
![]() NTDOY Nintendo CO Ltd |
0.63% | -6.37% | 0.60% |
![]() SNOW Snowflake Inc. |
0.52% | 5.13% | 0.55% |
![]() TSLA Tesla Motors, Inc. |
0.45% | 15.30% | 0.52% |
![]() MU Micron Technology, Inc. |
0.45% | -27.97% | 0.33% |
![]() SU.PA Schneider Electric SE |
0.45% | 2.31% | 0.47% |
![]() SLHN.ZU Swiss Life Holding AG |
0.45% | -0.52% | 0.45% |
![]() SEDG SolarEdge Technologies |
0.45% | 2.38% | 0.47% |
![]() BHP.L BHP Billiton |
0.45% | -12.23% | 0.40% |
![]() LNG Cheniere Energy Inc |
0.45% | 7.25% | 0.49% |
![]() MELI MercadoLibre |
0.45% | 23.81% | 0.56% |
![]() DUFN.ZU Dufry AG |
0.45% | -1.65% | 0.45% |
![]() MRNA Moderna Inc |
0.45% | 28.01% | 0.58% |
![]() WPM Wheaton Precious Metals Corp |
0.45% | -31.09% | 0.31% |
|
0.45% | 13.46% | 0.52% |
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() GOOG Alphabet |
2.70% | -5.14% | 2.59% |
![]() MSFT Microsoft |
2.70% | 2.97% | 2.81% |
![]() AMZN Amazon |
2.25% | 2.11% | 2.32% |
![]() ATVI Activision Blizzard, Inc. |
2.25% | 4.03% | 2.37% |
![]() NESN.ZU Nestle SA |
2.02% | -3.01% | 1.99% |
![]() ZURN.ZU Zurich Insurance Group Ltd |
2.02% | -2.92% | 1.99% |
![]() ROG.ZU Roche Holding Ltd |
1.80% | -4.70% | 1.73% |
![]() SIKA.ZU Sika Ltd |
1.80% | -16.75% | 1.52% |
![]() PFE Pfizer |
1.57% | -8.67% | 1.45% |
![]() MRK Merck |
1.35% | 2.54% | 1.40% |
![]() IFX.DE Infineon Technologies AG |
1.35% | -2.39% | 1.33% |
![]() RI.PA Pernod-Ricard SA |
1.35% | 6.61% | 1.46% |
![]() FCX Freeport-McMoRan Inc |
1.35% | -33.59% | 0.91% |
![]() AMD Advanced Micro Devices Inc |
1.35% | 7.95% | 1.47% |
![]() GLEN.L Glencore Plc |
1.35% | 0.92% | 1.38% |
![]() LGEN.L Legal & General |
1.35% | 9.84% | 1.50% |
![]() NHY.OL Norsk Hydro |
1.35% | -0.03% | 1.36% |
![]() NOVO-B.CO Novo Nordisk B A/S |
1.35% | -1.69% | 1.34% |
![]() VOF.L VinaCapital Vietnam Opportunity Fund |
1.35% | -2.48% | 1.33% |
![]() ZTS Zoetis |
1.35% | -10.39% | 1.22% |
![]() EQIX Equinix Inc |
1.35% | 8.66% | 1.48% |
![]() ASML.NV ASML Holding NV |
1.35% | 1.92% | 1.39% |
![]() CRWD Crowdstrike Holdings |
1.35% | 15.38% | 1.58% |
![]() LONN.ZU Lonza Group Ltd |
1.35% | -6.95% | 1.27% |
![]() PAAS Pan American Silver Corp |
1.35% | -32.13% | 0.93% |
![]() CVS CVS Health Corp |
1.16% | 4.19% | 1.22% |
![]() GE General Electric Co |
1.12% | 2.88% | 1.17% |
![]() MOS Mosaic Co |
1.12% | 4.46% | 1.19% |
![]() NDX1.DE Nordex |
1.12% | 1.03% | 1.15% |
![]() ZAL.DE Zalando |
1.12% | -1.71% | 1.12% |
![]() TMO Thermo Fisher Scientific Inc |
1.01% | -2.31% | 1.00% |
![]() AAPL Apple |
0.90% | 6.83% | 0.97% |
![]() NVDA NVIDIA Corporation |
0.90% | -1.62% | 0.90% |
![]() ETSY Etsy Inc |
0.90% | 9.88% | 1.00% |
![]() ALV.DE Allianz SE |
0.90% | -5.75% | 0.86% |
![]() AIR.PA AIRBUS GROUP |
0.90% | 2.70% | 0.93% |
![]() CABK.MC Caixabank |
0.90% | -10.20% | 0.82% |
![]() CFR.ZU Compagnie Financiere Richemont SA |
0.90% | -6.54% | 0.85% |
![]() WFC Wells Fargo & Co |
0.90% | 2.49% | 0.93% |
![]() WMB Williams Companies Inc |
0.90% | -5.26% | 0.86% |
![]() NEM Newmont Mining Corp |
0.90% | -41.33% | 0.53% |
![]() AZN.L AstraZeneca |
0.90% | 5.67% | 0.96% |
![]() IMB.L Imperial Brands PLC |
0.90% | 3.78% | 0.94% |
![]() DANSKE.CO Danske Bank A/S |
0.90% | -5.23% | 0.86% |
![]() BOSS.DE HUGO BOSS |
0.90% | 4.89% | 0.95% |
![]() NVS Novartis ADR |
0.90% | -4.63% | 0.87% |
![]() SLB Schlumberger Ltd |
0.90% | -10.15% | 0.82% |
![]() TNDM Tandem Diabetes Care Inc |
0.90% | -5.03% | 0.86% |
![]() ACX.MC Acerinox SA |
0.90% | -7.15% | 0.84% |
![]() PAH3.DE Porsche Automobil Holding SE |
0.90% | -0.87% | 0.90% |
![]() SE Sea Ltd |
0.90% | 3.64% | 0.94% |
![]() GNRC Generac Holdings Inc |
0.90% | -7.48% | 0.84% |
![]() PLUG Plug Power Inc |
0.90% | 39.45% | 1.27% |
![]() NOVA Sunnova Energy International Inc |
0.90% | -0.88% | 0.90% |
![]() TECK Teck Resources Ltd |
0.90% | -9.17% | 0.83% |
![]() BKNG Booking Holdings Inc |
0.67% | 1.81% | 0.69% |
![]() NDA.DE Aurubis AG |
0.67% | -1.94% | 0.67% |
![]() OXY Occidental Petroleum Corp |
0.67% | -1.65% | 0.67% |
![]() LULU Lululemon Athletica Inc |
0.67% | 11.69% | 0.76% |
![]() BARN.ZU Barry Callebaut AG |
0.67% | -9.81% | 0.62% |
![]() VACN.ZU VAT Group Ltd |
0.67% | 10.15% | 0.75% |
![]() NTDOY Nintendo CO Ltd |
0.63% | -6.37% | 0.60% |
![]() SNOW Snowflake Inc. |
0.52% | 5.13% | 0.55% |
![]() TSLA Tesla Motors, Inc. |
0.45% | 15.30% | 0.52% |
![]() MU Micron Technology, Inc. |
0.45% | -27.97% | 0.33% |
![]() SU.PA Schneider Electric SE |
0.45% | 2.31% | 0.47% |
![]() SLHN.ZU Swiss Life Holding AG |
0.45% | -0.52% | 0.45% |
![]() SEDG SolarEdge Technologies |
0.45% | 2.38% | 0.47% |
![]() BHP.L BHP Billiton |
0.45% | -12.23% | 0.40% |
![]() LNG Cheniere Energy Inc |
0.45% | 7.25% | 0.49% |
![]() MELI MercadoLibre |
0.45% | 23.81% | 0.56% |
![]() DUFN.ZU Dufry AG |
0.45% | -1.65% | 0.45% |
![]() MRNA Moderna Inc |
0.45% | 28.01% | 0.58% |
![]() WPM Wheaton Precious Metals Corp |
0.45% | -31.09% | 0.31% |
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() LIT Global X Lithium & Battery Tech ETF |
1.69% | 4.72% | 1.79% |
![]() XOP SPDR S&P Oil & Gas Exploration & Prod |
1.35% | -14.71% | 1.16% |
![]() IBB Ishares Nasdaq Biotechnology |
1.35% | 15.82% | 1.58% |
![]() ISF.L iShares Core FTSE 100 UCITS ETF (Dist) |
1.35% | 1.24% | 1.38% |
![]() DJP iPath Bloomberg Commodity Index Total Return ETN |
1.35% | -9.61% | 1.23% |
![]() CLOU Global X Cloud Computing ETF |
1.35% | 1.35% | 1.38% |
![]() HDV iShares Core High Dividend ETF |
1.12% | 1.84% | 1.16% |
![]() XBI SPDR S&P Biotech ETF |
0.90% | 12.87% | 1.03% |