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)
59,07 %
Annualized Volatility
20,14 %
Sharpe
2,41
Max Drawdown
-11,24 %
Sortino
2,73
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 | 18,71% | 2,24 | 1,50% |
8,74% | |
| Fortune Falcon | VPU | 0,14 | 10,03% | 4,34 | 0,07% |
6,77% | |
| Fortune Falcon | IWM | 0,10 | 10,01% | 2,54 | 0,08% |
4,65% | |
| Fortune Falcon | CAT | 0,02 | 10,04% | 2,42 | 0,13% |
4,34% | |
| Fortune Falcon | WMT | 0,08 | 10,03% | 3,07 | 0,09% |
3,69% | |
| Fortune Falcon | KO | -0,01 | 10,01% | 1,80 | 0,25% |
2,03% | |
| Fortune Falcon | UNH | -0,05 | 10,09% | 2,75 | 0,18% |
1,90% | |
| Fortune Falcon | XLV | 0,04 | 12,85% | 1,73 | 0,14% |
1,90% | |
| Fortune Falcon | VGT | 0,10 | 10,02% | 3,48 | 0,06% |
1,82% | |
| Fortune Falcon | HON | -0,07 | 10,07% | 2,01 | 0,23% |
1,57% | |
| Fortune Falcon | VOX | 0,05 | 10,00% | 2,37 | 0,13% |
1,41% | |
| Fortune Falcon | VHT | -0,01 | 10,04% | 1,93 | 0,15% |
1,26% | |
| Fortune Falcon | XLK | 0,08 | 10,03% | 3,23 | 0,07% |
1,10% | |
| Fortune Falcon | SPY | 0,04 | 10,06% | 2,69 | 0,12% |
0,96% | |
| Fortune Falcon | DIA | 0,07 | 10,01% | 2,93 | 0,08% |
0,77% |
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