Portfolio Performance - Jul'26
Jul'26: ~6.2% annualized alpha, Sortino ~1.7, IR 0.53, low max drawdowns. Live, real-money portfolio.
Performance
Unusually Detailed Performance Analytics: Granular factor attribution, risk-adjusted return profiles, drawdown analysis, liquidity impact demonstrating scalability and more.
Portfolio Performance - Jun'26
Jun'26: ~8.0% annualized alpha, Sortino ~2.0, IR 0.69, low max drawdowns. Live, real-money portfolio.
Portfolio Performance - May'26
May'26: ~7.5% annualized alpha, Sortino 2.0, IR 0.67, low max drawdowns. Live, real-money portfolio.
Portfolio Performance - Apr'26
Apr'26: ~7.7% annualized alpha, Sortino 2.0, IR 0.73, low drawdowns. Live, real-money portfolio.
Portfolio Performance - Mar'26
Mar'26: ~8% annualized alpha, Sortino 1.8, IR 0.75, rare factor exposures style, low drawdowns. Strategy scalable to >$100M AUM. Live real-money.
Portfolio Performance - Feb'26
Feb'26: >9% annualized alpha, Sortino 2.5, IR 1.0, rare factor exposures style, low drawdowns. Strategy scalable to >$100M AUM. Live real-money.
Portfolio Performance - Jan'26
Jan'26: >11% alpha, Sortino 3.0, IR 1.2, rare factor exposures style, low drawdowns. Strategy scalable to >$100M AUM. Live real-money.