SubPortafolio Mid Term
Portfolio Template · Created 03/10/2025(Updated 17/10/2025)
Balance: 1,000,000
MaxDD: 10 %
Margin: 1,8x
Annualized Return (CAGR)
40,42 %
Annualized Volatility
15,17 %
Sharpe
2,31
Max Drawdown
-10,85 %
Sortino
2,61
Diversification
89 %
VAMI Equity Curve
Active systems (15) · Total allocation: 42,9%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Blue Turkey | GC | 0,09 | 19,77% | 2,30 | 0,07% |
8,74% | |
| Fortune Falcon | VPU | 0,16 | 14,82% | 3,92 | 0,01% |
6,77% | |
| Fortune Falcon | IWM | 0,15 | 16,07% | 2,60 | 0,01% |
4,65% | |
| Fortune Falcon | CAT | 0,15 | 34,89% | 2,65 | 0,01% |
4,34% | |
| Fortune Falcon | WMT | 0,10 | 13,65% | 3,08 | 0,01% |
3,69% | |
| Fortune Falcon | KO | 0,03 | 13,65% | 1,91 | 0,02% |
2,03% | |
| Fortune Falcon | UNH | 0,10 | 59,67% | 2,64 | 0,02% |
1,90% | |
| Fortune Falcon | XLV | 0,04 | 12,85% | 1,73 | 0,02% |
1,90% | |
| Fortune Falcon | VGT | 0,17 | 20,90% | 3,75 | 0,01% |
1,82% | |
| Fortune Falcon | HON | 0,08 | 26,55% | 2,09 | 0,02% |
1,57% | |
| Fortune Falcon | VOX | 0,12 | 19,16% | 2,48 | 0,01% |
1,41% | |
| Fortune Falcon | VHT | 0,07 | 17,20% | 2,09 | 0,01% |
1,26% | |
| Fortune Falcon | XLK | 0,13 | 31,16% | 2,88 | 0,01% |
1,10% | |
| Fortune Falcon | SPY | 0,14 | 28,03% | 2,71 | 0,01% |
0,96% | |
| Fortune Falcon | DIA | 0,13 | 17,33% | 3,04 | 0,01% |
0,77% |
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