Backtest

Last updated 2026-11-06 · 16 equities · 4 sub-themes

CAGR (strategy)

41.18%

vs benchmark 38.25%

Sharpe

1.11

annualized, rf=0

Max drawdown

-36.77%

trough vs peak

Hit rate

54.6%

fraction of up-days

NAV: rotation vs benchmark

Drawdown

Monthly returns