SubPortafolio Gold

Portfolio Template · Created 29/09/2025(Updated 03/10/2025)

Balance: 1,000,000

MaxDD: 7 %

Margin: 1,8x

Annualized Return (CAGR)

31,96 %

Annualized Volatility

15,19 %

Sharpe

1,90

Max Drawdown

-8,87 %

Sortino

3,19

Diversification

85 %

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 (7) · Total allocation: 32,8%

Algo	Symbol	Sharpe	MaxDD%	P.Factor	Min.Alloc%	Allocation
Blue Turkey	GC	0,09	18,71%	2,24	1,50%	7,00%
Crystal Panda	MGC	-0,07	6,63%	1,29	1,15%	5,70%
Rainbow Parrot	MGC	0,20	4,75%	2,20	0,23%	4,75%
Proud Peacock	GC	0,14	4,48%	2,06	1,88%	4,48%
Crystal Panda	GC	0,23	100,16%	1,74	1,00%	4,09%
Rainbow Parrot	GC	0,31	3,77%	3,20	1,23%	3,77%
Anhydrite	MGC	0,15	12,89%	2,89	0,05%	3,00%

Daily Correlations

Diversification by Alphas

P&L Attributions

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