Tear Sheets

2024

📊 Monthly

December 2024

Generated Dec 1, 2024

+2.1%
Return
2.85
Sharpe
-0.8%
DD
📊 Monthly

November 2024

Generated Nov 1, 2024

+3.6%
Return
3.12
Sharpe
-0.5%
DD
📊 Monthly

October 2024

Generated Oct 1, 2024

+2.4%
Return
2.68
Sharpe
-1.2%
DD

Special Reports

📈 Annual

18-Year Full Backtest

2007-2025 Performance

+27.5%
CAGR
2.72
Sharpe
-8.55%
Max DD
View Tearsheet
🔬 Analysis

Portfolio Overview

Strategy Analysis & Allocation

4
Strategies
0.26
Beta
9,821%
Total

Stress Event Tearsheets (2007-2025)

Individual QuantStats tearsheets for each major market crisis and stress period. Average Crisis Alpha: +13.4% | Regime: Dual Momentum + 30% SH

2008 FINANCIAL CRISIS

📉 Crisis

2008 Full Year

Financial Crisis

+8.4%
Strategy
-36.8%
SPY
+45.2%
Alpha
View Tearsheet
📉 Crisis

Lehman Collapse

Sep-Oct 2008

+3.2%
Strategy
-30.2%
SPY
+33.4%
Alpha
View Tearsheet
📈 Recovery

2008-2009 Full Crisis

Complete Cycle

+30.7%
Strategy
-19.9%
SPY
+50.6%
Alpha
View Tearsheet

2010s STRESS EVENTS

⚡ Crisis

2011 Debt Ceiling

Jul-Oct 2011

+9.9%
Strategy
-12.3%
SPY
+22.2%
Alpha
View Tearsheet
🌏 Crisis

2015 China Selloff

Aug-Sep 2015

-4.1%
Strategy
-8.2%
SPY
+4.1%
Alpha
View Tearsheet
💥 Crisis

2018 Volmageddon

Jan-Feb 2018

-2.9%
Strategy
-8.5%
SPY
+5.6%
Alpha
View Tearsheet
📉 Crisis

2018 Q4 Selloff

Oct-Dec 2018

-3.0%
Strategy
-13.5%
SPY
+10.5%
Alpha
View Tearsheet

2020s EVENTS

🦠 Crisis

COVID Crash

Feb-Mar 2020

0.0%
Strategy
-33.4%
SPY
+33.4%
Alpha
View Tearsheet
🐻 Crisis

2022 Bear Market

Jan-Oct 2022

-4.6%
Strategy
-24.1%
SPY
+19.5%
Alpha
View Tearsheet
🏦 Crisis

SVB Banking Crisis

Mar 2023

+2.1%
Strategy
+3.5%
SPY
-1.4%
Alpha
View Tearsheet
ALL 26 STRESS TEARSHEETS
View the complete index of all stress event tearsheets with performance metrics.
View Full Index