SubPortafolio High Vol

Portfolio Template · Created 03/10/2025(Updated 03/10/2025)

Balance: 1,000,000

MaxDD: 20 %

Margin: 1,8x

Annualized Return (CAGR)

9,04 %

Annualized Volatility

3,84 %

Sharpe

2,27

Max Drawdown

-3,08 %

Sortino

3,47

Diversification

65 %

TRADING AND INVESTING IN FUTURES, SHARES AND ETFs CARRIES SUBSTANTIAL RISKS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THIS SERVICE IS CLOUD TRADING SOFTWARE TO COMPLEMENT YOUR OWN TRADING. USE IT AT YOUR OWN RISK.

VAMI Equity Curve

Log scale

Monthly P&L Breakdown

Risk Allocations

Active systems (3) · Total allocation: 9,4%

Algo	Symbol	Sharpe	MaxDD%	P.Factor	Min.Alloc%	Allocation
Speedy Cheetah	MNQ	0,16	7,93%	1,61	0,01%	4,18%
Crystal Panda	MGC	-0,09	6,63%	1,25	0,09%	2,85%
Rainbow Parrot	MGC	0,18	4,75%	2,13	0,01%	2,37%

Daily Correlations

Diversification by Alphas

P&L Attributions

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