Shown performance reflects actual trading results net of all fees, dividend taxes, and transaction costs, not simulation or paper trading.
February 2025 performance reflects inception date of February 11, 2025, not the full month.
| Metric | Model | SPY | Range | |
|---|---|---|---|---|
| Return % | 25.95 | 13.70 |
10.3
32.4
|
✓ |
| Std Dev % | 18.26 | 18.86 |
13.7
23.6
|
✓ |
| MDD % | -13.92 | -18.76 |
-23.5
-10.4
|
✓ |
| Sharpe Ratio | 1.23 | 0.54 |
0.4
1.5
|
✓ |
| Sortino Ratio | 1.82 | 0.68 |
0.5
2.3
|
✓ |
| Alpha % | Beta | Tracking Error % | Information Ratio | Up Capture % | Down Capture % |
|---|---|---|---|---|---|
| 13.92 | 0.84 | 9.69 | 1.26 | 98.68 | 89.57 |
| Industry | Ind % | Count | Largest Weight Ticker | Symbol | Wgt% |
|---|---|---|---|---|---|
| Banks | 10.16% | 12 | Western Alliance Bancorporation | WAL | 1.05% |
| Semiconductors & Semiconductor Equipment | 8.28% | 15 | QUALCOMM Incorporated | QCOM | 0.88% |
| Software | 7.30% | 14 | Zoom Communications, Inc. | ZM | 0.98% |
| Capital Markets | 6.64% | 10 | Goldman Sachs Group Inc. | GS | 1.07% |
| Aerospace & Defense | 4.78% | 7 | Rocket Lab Corporation | RKLB | 1.02% |
| Hotels, Restaurants & Leisure | 3.71% | 4 | Expedia Group, Inc. | EXPE | 0.96% |
| Technology Hardware, Storage & Peripherals | 3.05% | 4 | Western Digital Corporation | WDC | 0.99% |
| Metals & Mining | 3.02% | 3 | Global X Silver Miners ETF | SIL | 1.06% |
| Pharmaceuticals | 2.89% | 6 | Corcept Therapeutics Incorporated | CORT | 1.05% |
| IT Services | 2.83% | 4 | Cognizant Technology Solutions Corporation | CTSH | 1.02% |
• Portfolio is actively managed using AI models targeting higher active return with lower volatility compared to SPY.
• Following GIPS guidelines on transparency, the ratios calculation methodology is fully disclosed here.. open_in_new