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 % | 32.47 | 16.32 |
12.2
40.6
|
✓ |
| Std Dev % | 19.03 | 19.17 |
14.3
24.0
|
✓ |
| MDD % | -13.92 | -18.76 |
-23.5
-10.4
|
✓ |
| Sharpe Ratio | 1.50 | 0.64 |
0.5
1.9
|
✓ |
| Sortino Ratio | 2.17 | 0.80 |
0.6
2.7
|
✓ |
| Alpha % | Beta | Tracking Error % | Information Ratio | Up Capture % | Down Capture % |
|---|---|---|---|---|---|
| 18.07 | 0.84 | 10.46 | 1.54 | 105.6 | 91.98 |
| Industry | Ind % | Count | Largest Weight Ticker | Symbol | Wgt% |
|---|---|---|---|---|---|
| Semiconductors & Semiconductor Equipment | 11.07% | 17 | Micron Technology, Inc. | MU | 1.24% |
| Sector ETF | 6.03% | 11 | Energy Select Sector SPDR Fund | XLE | 1.09% |
| Banks | 5.45% | 9 | U.S. Bancorp | USB | 0.87% |
| Electrical Equipment | 5.23% | 7 | GE Vernova Inc. | GEV | 1.13% |
| Global ETF | 4.43% | 7 | Dimensional Int. Value ETF | DFIV | 0.90% |
| Asia-Pacific ETF | 4.21% | 6 | iShares MSCI South Korea ETF | EWY | 1.04% |
| Machinery | 3.82% | 4 | Caterpillar Inc. | CAT | 1.03% |
| Biotechnology | 3.76% | 6 | Gilead Sciences, Inc. | GILD | 1.20% |
| Aerospace & Defense | 3.27% | 9 | Lockheed Martin Corp. | LMT | 1.15% |
| Capital Markets | 3.12% | 6 | The Charles Schwab Corporation | SCHW | 0.92% |
• 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