
Strategy began |
01/03/2017 |
% Profitable trades | 38.33 |
Maximum drawdown (MDD) | -44.51% |
Drawdown period | December 2017 - January 2018 |
Correlation to SP500 | -0.11 |
Standard deviation | 65.84% |
Beta | -0.48 |
last month | -1.6% |
6 month | -0.48% |
12 month | 0.72% |
3 years | -9.48% |
since inception | 740.14% |
CAGR | 53.03% |
Annualized median return | Sharp | Sortino | Calmar | Alpha |
5.28% | 0.08 | 0.20 | 0.12 | 12.37% |
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 |
---|---|---|---|
![]() NZDUSD NZD/USD |
5.59% | -13.63% | 4.93% |
![]() NZDCAD NZD/CAD |
5.59% | -9.45% | 5.17% |
![]() EURCHF EUR/CHF |
2.80% | -20.43% | 2.27% |
![]() GBPCHF GBP/CHF |
2.80% | -8.91% | 2.60% |
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() NZDUSD NZD/USD |
5.59% | -13.63% | 4.93% |
![]() NZDCAD NZD/CAD |
5.59% | -9.45% | 5.17% |
![]() EURCHF EUR/CHF |
2.80% | -20.43% | 2.27% |
![]() GBPCHF GBP/CHF |
2.80% | -8.91% | 2.60% |