Strategy Leaderboard

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Strategy
Since launch
Sharpe
Daily vol
Beta
Max DD
Source
Since launch figures show each strategy's compounded return from its own live start date to the most recent available pricing date. The risk statistics beside it are computed from each strategy's actual returns since it went live, and each one appears only once enough live history has accumulated for it to be meaningful. Because these records are still short, the values shown are early and will keep changing as each strategy builds a longer live track record. Figures cover the time each strategy has been live so far and are not annualized until a strategy reaches twelve months of live history. Past performance is not indicative of future results.