Performance
Key metrics computed by the internal research pipeline. Updated on a monthly basis.
Equity Index (Base 100)
Min: 103.92
Max: 252.66
Drawdown (%)
Max DD: 9.46%
0.00%
Key Metrics (Since Inception)
| Months | 71 |
| CAGR | 25.80% |
| Sharpe Ratio (annualized) | 1.37 |
| Volatility (annualized) | 18.78% |
| Max Drawdown (Calendar-Year) | 8.58% |
| Max Drawdown (Global) | 9.46% |
| Alpha Stability Index | 64.80% |
| Correlation vs Benchmark (75% S&P 500 + 25% Gold (synthetic)) | 0.18 |
| Beta vs Benchmark | 0.36 |
| VaR (95%) monthly | -5.56% |
| Expected Shortfall (95%) monthly | -6.58% |
| Leverage | 1.00 |
| Mean monthly | 2.1501% |
Updated: 2026-04-01
Methodology Notes
All returns are computed on a fixed notional base (no compounding). Alpha Stability Index is an internal statistical stability measure; methodology may be made available for institutional review upon request.
Historical information is provided for informational purposes only. Past performance does not guarantee future results.
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