SubPortafolio Sector Rotational
Portfolio Template · Created 03/10/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
79,16 %
Annualized Volatility
19,51 %
Sharpe
3,09
Max Drawdown
-10,29 %
Sortino
3,12
Diversification
82 %
VAMI Equity Curve
Active systems (8) · Total allocation: 15,6%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Fortune Falcon | VPU | 0,16 | 14,82% | 3,92 | 0,06% |
4,97% | |
| Fortune Falcon | IWM | 0,14 | 16,07% | 2,63 | 0,05% |
2,72% | |
| Fortune Falcon | SPY | 0,14 | 28,03% | 2,71 | 0,05% |
1,73% | |
| Fortune Falcon | VOX | 0,12 | 19,16% | 2,50 | 0,07% |
1,61% | |
| Fortune Falcon | XLV | 0,04 | 12,85% | 1,73 | 0,14% |
1,40% | |
| Fortune Falcon | VGT | 0,16 | 20,90% | 3,68 | 0,03% |
1,37% | |
| Fortune Falcon | VHT | 0,07 | 17,20% | 2,09 | 0,08% |
0,93% | |
| Fortune Falcon | XLK | 0,13 | 31,16% | 2,90 | 0,04% |
0,82% |
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