Tear Sheet
QBB
Positional CAGR 21.30%
Sharpe 1.27
Max DD -37.45%
CAR/DD 0.57
Profit Factor 1.22
Exposure 26.26%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | - | - | - | 0.0% | 4.7% | 0.4% | 5.0% | 3.9% | 11.7% | -0.7% | -2.3% | 6.8% | 32.8% |
| 2008 | -6.1% | -5.5% | 1.1% | 3.7% | 7.6% | -11.3% | -6.4% | 7.2% | -10.3% | 14.1% | 5.1% | -7.9% | -11.6% |
| 2009 | 0.5% | -2.2% | 23.1% | -3.8% | 6.1% | 3.2% | 15.9% | 1.8% | 5.3% | -0.8% | 3.3% | 8.1% | 75.3% |
| 2010 | -3.0% | 3.0% | 5.0% | -6.7% | -7.7% | -7.9% | -8.0% | 3.7% | 12.0% | -4.6% | -2.3% | 0.4% | -16.7% |
| 2011 | 1.8% | 6.9% | -0.6% | 1.2% | -1.0% | 0.2% | 5.9% | 9.9% | 7.5% | 5.3% | 2.0% | -1.0% | 44.4% |
| 2012 | 0.1% | 4.5% | 6.3% | -3.7% | -0.5% | 13.4% | -0.8% | 3.8% | 3.5% | -3.6% | 1.8% | 0.5% | 26.9% |
| 2013 | 0.5% | -3.6% | 2.6% | 9.3% | 1.4% | -0.8% | 4.4% | -4.5% | 1.1% | 8.9% | 3.4% | 3.7% | 28.7% |
| 2014 | -4.2% | 6.9% | -2.1% | 2.1% | 4.1% | 1.6% | -3.4% | 7.9% | -4.2% | 7.4% | 3.9% | -2.4% | 18.0% |
| 2015 | 3.2% | 4.9% | -1.8% | 3.8% | -1.5% | -1.0% | 5.6% | -5.1% | -7.4% | 17.9% | 2.4% | -3.9% | 15.8% |
| 2016 | -5.1% | -3.4% | 1.8% | -1.4% | 6.0% | -0.8% | 3.7% | -0.4% | -2.6% | -2.8% | 5.7% | 4.2% | 4.1% |
| 2017 | 5.3% | 5.1% | -0.5% | 2.7% | 6.1% | 2.6% | 6.2% | 0.3% | -0.8% | 5.5% | 2.1% | 2.1% | 43.2% |
| 2018 | 9.4% | 9.2% | 4.1% | -6.9% | 3.1% | 1.0% | -0.1% | 4.1% | -3.9% | -2.5% | -2.0% | -7.1% | 7.2% |
| 2019 | 7.9% | -4.0% | 1.0% | 6.3% | -6.0% | 8.3% | -2.7% | -2.7% | -3.3% | 5.3% | 2.2% | 0.9% | 12.5% |
| 2020 | -0.5% | 3.2% | 6.8% | 17.4% | 7.2% | 2.9% | 4.5% | 13.0% | 3.7% | 4.2% | 17.6% | 3.1% | 119.5% |
| 2021 | 1.2% | 4.2% | -9.3% | 9.0% | -1.1% | 6.3% | 4.7% | 5.9% | -5.2% | 9.4% | 1.9% | 11.4% | 43.1% |
| 2022 | 1.5% | 6.6% | -7.8% | 0.4% | 2.2% | -6.1% | 15.9% | 0.9% | -4.4% | 2.6% | -0.6% | -2.7% | 6.6% |
| 2023 | 8.7% | -9.5% | 14.4% | -3.1% | 8.8% | 0.9% | -6.7% | 3.2% | -2.9% | 2.7% | 15.2% | 0.8% | 33.5% |
| 2024 | 3.0% | -0.1% | -3.5% | -3.6% | 2.7% | 7.2% | 4.0% | -0.2% | -1.7% | -5.1% | 0.2% | 4.0% | 6.4% |
| 2025 | 3.4% | -3.1% | -9.2% | -16.2% | 3.3% | 6.3% | -1.2% | -1.1% | 0.1% | 5.2% | -2.1% | -5.2% | -20.1% |
| 2026 | -4.9% | -1.5% | -9.4% | 12.7% | 10.6% | - | - | - | - | - | - | - | 5.8% |