
Strategy began |
01/11/2017 |
% Profitable trades | 60.94 |
Maximum drawdown (MDD) | -23.27% |
Drawdown period | January 2018 - December 2018 |
Correlation to SP500 | 0.77 |
Standard deviation | 24.48% |
Beta | 1.12 |
last month | 4.44% |
6 month | -2.2% |
12 month | 1.13% |
3 years | 83.42% |
since inception | 112.69% |
CAGR | 19.03% |
Annualized median return | Sharp | Sortino | Calmar | Alpha |
19.68% | 0.80 | 1.56 | 0.85 | 3.07% |
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: <$50K
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() VTI Vanguard Total Stock Market ETF |
76.94% | -2.16% | 80.87% |
![]() BNB Binance Coin |
13.74% | -33.41% | 9.83% |
![]() VB Vanguard Small-Cap ETF |
4.58% | -7.15% | 4.57% |
![]() ETHEREUM Ethereum |
4.58% | -7.21% | 4.57% |
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() VTI Vanguard Total Stock Market ETF |
76.94% | -2.16% | 80.87% |
![]() VB Vanguard Small-Cap ETF |
4.58% | -7.15% | 4.57% |
Market | Invested | P/L(%) | Value |
---|---|---|---|
![]() BNB Binance Coin |
13.74% | -33.41% | 9.83% |
![]() ETHEREUM Ethereum |
4.58% | -7.21% | 4.57% |