SubPortafolio Low Volatility

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

Balance: 1,000,000

MaxDD: 7 %

Margin: 1,8x

Annualized Return (CAGR)

32,37 %

Annualized Volatility

11,20 %

Sharpe

2,56

Max Drawdown

-7,06 %

Sortino

2,71

Diversification

81 %

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 (6) · Total allocation: 17,5%

Algo	Symbol	Sharpe	MaxDD%	P.Factor	Min.Alloc%	Allocation
Fortune Falcon	HON	0,08	26,55%	2,09	0,02%	4,26%
Fortune Falcon	DIA	0,13	17,33%	3,04	0,01%	4,11%
Fortune Falcon	CAT	0,15	34,89%	2,65	0,01%	2,95%
Fortune Falcon	KO	0,03	13,65%	1,91	0,02%	2,56%
Fortune Falcon	WMT	0,10	13,65%	3,08	0,01%	2,08%
Fortune Falcon	UNH	0,10	59,67%	2,64	0,02%	1,54%

Daily Correlations

Diversification by Alphas

P&L Attributions

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