Portfolio Performance Dashboard
Risk
Cash-flow-adjusted return risk and position concentration through the latest close.
Portfolio drawdown
Distance below the previous high-water mark, calculated from cash-flow-adjusted daily returns.
Drawdown episode
Dates describe the deepest recorded peak-to-trough decline and subsequent recovery.
Position concentration
Gross absolute market exposure; short positions remain included.
Rolling return and risk
Trailing windows ending at the latest close; returns are compounded and risk measures use the available adjusted daily returns.
| Performance period | Period return | Annualized volatility | Sharpe ratio | Sortino ratio | Maximum drawdown | Return days |
|---|---|---|---|---|---|---|
| 1 month | +2.17% | 4.78% | 5.42 | 40.82 | −0.11% | 21 |
| 3 months | +3.33% | 3.03% | 4.34 | 17.43 | −0.14% | 63 |
| 6 months | +4.04% | 2.87% | 2.82 | 4.79 | −1.17% | 124 |
| 12 months | +7.94% | 2.98% | 2.58 | 4.43 | −1.28% | 252 |
Drawdown by period
Peak-to-trough declines recalculated independently within each reporting window.
| Performance period | Maximum drawdown | Current drawdown | Peak | Trough | Recovery |
|---|---|---|---|---|---|
| YTD | −1.17% | 0.00% | 2026-03-06 | 2026-03-17 | 2026-05-07 |
| 1 year | −1.28% | 0.00% | 2025-08-19 | 2025-08-25 | 2025-09-08 |
| 3 years | −1.28% | 0.00% | 2025-08-19 | 2025-08-25 | 2025-09-08 |
| Since inception | −1.28% | 0.00% | 2025-08-19 | 2025-08-25 | 2025-09-08 |
Annualized TWR and MWRR require at least 365 calendar days. Volatility uses 252 trading days. Full-history Sharpe, Sortino and Calmar use annualized TWR; rolling Sharpe and Sortino annualize the window's arithmetic mean daily return. All ratios use a disclosed 0% annual risk-free rate. Benchmark-relative metrics remain unavailable until a reviewed benchmark daily-return source is connected.