α52
Alpha 52
Where AI meets Quant

Portfolio

Portfolio performance details

Model Performance Overview

Performance Since Inception

Model: 16.61% SPY: 7.02% Active Return: 9.59% As of: Fri 15 Aug

Monthly Calendar Performance

3M Rolling Model Analysis

From: Fri 16 May, To: Fri 15 Aug

Absolute Ratios

Metric Model SPY Range
Return % 10.21 8.61
6.5 SPY Return 8.61% Model Return 10.21% 12.8
✓
Std Dev % 7.04 5.31
4.0 SPY Std Dev 5.31% Model Std Dev 7.04% 8.8
✗
MDD % -2.68 -2.64
-3.4 SPY MDD -2.64% Model MDD -2.68% -2.0
✗
Sharpe Ratio 1.29 1.41
1.0 SPY Sharpe 1.41 Model Sharpe 1.29 1.8
✗
Sortino Ratio 2.59 2.09
1.6 SPY Sortino 2.09 Model Sortino 2.59 3.2
✓

Relative Ratios

Alpha % Beta Tracking Error % Information Ratio Up Capture % Down Capture %
1.26 1.05 4.34 0.37 107.76 100.83

Since Inception Model Analysis

Duration: 6 Months, 5 Days

Absolute Ratios

Metric Model SPY Range
Return % 16.61 7.02
5.3 SPY Return 7.02% Model Return 16.61% 20.8
✓
Std Dev % 16.10 17.68
12.1 SPY Std Dev 17.68% Model Std Dev 16.1% 22.1
✓
MDD % -13.92 -18.76
-23.5 SPY MDD -18.76% Model MDD -13.92% -10.4
✓
Sharpe Ratio 0.89 0.27
0.2 SPY Sharpe 0.27 Model Sharpe 0.89 1.1
✓
Sortino Ratio 1.39 0.34
0.3 SPY Sortino 0.34 Model Sortino 1.39 1.7
✓

Relative Ratios

Alpha % Beta Tracking Error % Information Ratio Up Capture % Down Capture %
10.56 0.8 8.59 1.12 84.67 76.45

• Portfolio is actively managed using AI models targeting higher active return with lower volatility compared to SPY.

• Portfolio measures are derived from actual trading, net of all trading fees, dividend taxes, and other transaction costs, in accordance with GIPS standards.

• Following GIPS guidelines on transparency, the ratios calculation methodology is fully disclosed here.. open_in_new

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