Strategy Performance

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● S&P 500
● NASDAQ
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Linear Log

Strategy Configuration

Current Results

Total Return +247.3%
Annual Return +18.4%
Sharpe Ratio 1.67
Max Drawdown -12.8%
Win Rate 64.2%
Volatility 15.3%

Detailed Performance Analysis

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+247.3%
Total Return
+18.4%
Annualized Return
1.67
Sharpe Ratio
-12.8%
Max Drawdown
15.3%
Volatility
64.2%
Win Rate
2.1
Profit Factor
156
Total Trades

Annual Performance Breakdown

Year Strategy Return S&P 500 Return Outperformance Max Drawdown Sharpe Ratio Trades
2025 YTD +12.4% +8.9% +3.5% -4.2% 1.89 23
2024 +23.7% +24.2% -0.5% -8.1% 1.52 31
2023 +19.2% +24.2% -5.0% -12.8% 1.34 28
2022 -8.4% -18.1% +9.7% -11.3% 0.87 35
2021 +31.5% +26.9% +4.6% -7.2% 2.14 26
2020 +28.9% +16.3% +12.6% -9.5% 1.91 13

Risk Analysis & Statistics

Metric Strategy S&P 500 Difference Percentile
Beta 0.89 1.00 -0.11 72nd
Alpha +4.2% 0.0% +4.2% 85th
Information Ratio 0.73 - - 68th
Sortino Ratio 2.41 1.89 +0.52 79th
Calmar Ratio 1.44 0.98 +0.46 81st
Tracking Error 8.2% - - -
Value at Risk (95%) -2.8% -3.2% +0.4% 64th