| Metric | 3593647:MSFT:triple_gx:kama100_75_25 | 3593647:MSFT |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 22.06% | 30.58% |
| Max Drawdown | -17.39% | -14.82% |
| Sharpe | 0.42 | 0.48 |
| Sortino | 0.63 | 0.71 |
| Payoff Ratio | 1.05 | 0.99 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 7.84 | 3.9 |
| Outlier Loss Ratio | 3.98 | 4.24 |
| Volatility (ann.) | 5.81% | 6.84% |
| R^2 | 0.72 | 0.72 |
| Calmar | 1.64 | 2.69 |
| Skew | 1.34 | 0.76 |
| Kurtosis | 32.14 | 17.22 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 2.01% | 2.7% |
| Expected Yearly % | 10.48% | 14.27% |
| Kelly Criterion | 3.73% | 2.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.58% |
| Expected Shortfall (cVaR) | -0.49% | -0.58% |
| Year | 3593647:MSFT | 3593647:MSFT:triple_gx:kama100_75_25 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 15.80 | 11.04 | 0.70 | - |
| 2024 | 12.77 | 9.92 | 0.78 | - |
| Metric | 3593647:MSFT:triple_gx:kama100_75_25 | 3593647:MSFT |
|---|---|---|
| MTD | 2.38% | 2.64% |
| 3M | 9.92% | 12.95% |
| 6M | 26.32% | 33.65% |
| YTD | 9.92% | 12.77% |
| 1Y | 22.06% | 30.58% |
| 3Y (ann.) | 28.52% | 39.91% |
| 5Y (ann.) | 28.52% | 39.91% |
| Metric | 3593647:MSFT:triple_gx:kama100_75_25 | 3593647:MSFT |
|---|---|---|
| Max Drawdown | -17.39% | -14.82% |
| Longest DD Days | 175.0 | 113.0 |
| Avg. Drawdown | -1.68% | -1.38% |
| Avg. Drawdown Days | 10.0 | 5.0 |
| Recovery Factor | 1.27 | 2.06 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-18 | 2024-01-10 | -17.39 | 175 |
| 2023-06-16 | 2023-07-14 | -6.17 | 27 |
| 2024-01-23 | 2024-03-14 | -4.29 | 50 |
| 2024-03-15 | 2024-03-25 | -3.81 | 10 |
| 2024-01-16 | 2024-01-18 | -2.02 | 1 |
| 2023-07-14 | 2023-07-18 | -1.79 | 4 |
| 2024-01-11 | 2024-01-12 | -1.58 | 1 |
| 2024-01-22 | 2024-01-23 | -1.32 | 1 |
| 2023-06-09 | 2023-06-12 | -1.23 | 3 |
| 2023-06-14 | 2023-06-15 | -0.96 | 0 |
| Metric | 3593647:MSFT:triple_gx:kama100_75_25 | 3593647:MSFT |
|---|---|---|
| Best Day | 4.28% | 4.28% |
| Worst Day | -2.82% | -2.82% |
| Best Week | 7.06% | 6.98% |
| Worst Week | -3.05% | -4.18% |
| Best Month | 6.76% | 12.17% |
| Worst Month | -4.79% | -3.79% |
| Best Year | 11.04% | 15.8% |
| Worst Year | 9.92% | 12.77% |
| Avg. Up Day | 0.26% | 0.26% |
| Avg. Down Day | -0.24% | -0.26% |
| Avg. Up Week | 3.1% | 3.12% |
| Avg. Down Week | -1.29% | -1.54% |
| Avg. Up Month | 4.54% | 6.06% |
| Avg. Down Month | -4.53% | -3.05% |
| Win Days % | 50.77% | 51.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 47.37% | 53.49% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 100.0% | 100.0% |