SubPortafolio Low Vol
Portfolio Template · Created 03/10/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
11,74 %
Annualized Volatility
5,34 %
Sharpe
2,10
Max Drawdown
-7,76 %
Sortino
2,78
Diversification
88 %
VAMI Equity Curve
Active systems (11) · Total allocation: 19,3%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Black Swan | MES | -0,01 | 10,53% | 1,66 | 0,01% |
3,33% | |
| Arctic Penguin | MES | 0,00 | 7,55% | 1,90 | 0,01% |
3,07% | |
| Platinum Cow | MES | -0,15 | 11,27% | 1,06 | 0,21% |
2,50% | |
| Alpha Wolf | SPY | 0,02 | 6,65% | 2,72 | 0,01% |
2,20% | |
| Brookitis | MES | -0,02 | 8,44% | 1,42 | 0,03% |
2,08% | |
| Smart Fox | MES | 0,04 | 6,05% | 2,67 | 0,01% |
2,00% | |
| Grizzly Bear | MES | -0,16 | 5,16% | 1,26 | 0,06% |
1,24% | |
| Iron Shark | MES | 0,07 | 3,10% | 1,55 | 0,02% |
1,11% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,03% |
1,11% | |
| Iron Shark | SPY | -0,08 | 2,05% | 2,24 | 0,02% |
0,67% | |
| Golden Dog | MES | -0,16 | 11,60% | -0,67 | 0,00% |
0,02% |
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