Tear Sheet
QQH
Positional CAGR 31.03%
Sharpe 1.61
Max DD -25.24%
CAR/DD 1.23
Profit Factor 2.24
Exposure 29.82%
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% | 0.0% | -0.4% | -0.6% | -1.1% | 8.1% | 2.9% | -1.1% | 5.6% | 13.8% |
| 2008 | 0.0% | -12.7% | 0.6% | 4.1% | 6.0% | -2.2% | -0.5% | 0.6% | 0.0% | 0.0% | 9.3% | 4.4% | 8.4% |
| 2009 | 4.4% | -5.2% | -2.8% | 12.4% | 1.9% | -5.2% | 23.8% | -4.5% | 8.3% | 3.1% | 6.0% | 5.1% | 53.5% |
| 2010 | -5.3% | 0.5% | 11.0% | 6.9% | 0.0% | 6.5% | 6.7% | -8.5% | 13.2% | 2.4% | -5.1% | 2.2% | 32.0% |
| 2011 | 1.6% | 3.6% | 7.0% | 2.1% | -7.5% | -0.3% | 4.3% | -2.8% | 1.4% | 10.1% | -2.7% | -9.8% | 5.1% |
| 2012 | 12.7% | 7.6% | 9.7% | 2.9% | -5.0% | 2.0% | 4.5% | 2.5% | -1.9% | -2.8% | 6.7% | -1.1% | 42.8% |
| 2013 | -2.8% | -0.2% | -1.6% | -2.8% | 6.7% | 0.0% | 5.8% | -0.8% | 2.6% | 4.8% | 3.8% | 3.6% | 20.3% |
| 2014 | -1.0% | 3.8% | -5.2% | -0.5% | 3.1% | 2.0% | 1.0% | 4.5% | -3.5% | 8.2% | 8.4% | -0.3% | 21.3% |
| 2015 | -2.9% | 12.0% | -5.7% | 4.2% | -1.3% | -2.5% | 6.8% | -3.5% | -2.8% | 22.6% | -0.2% | -1.5% | 24.1% |
| 2016 | 2.4% | -2.4% | 12.7% | -6.7% | 1.7% | 0.1% | 14.6% | 1.9% | -3.2% | -0.7% | -1.5% | 1.9% | 20.4% |
| 2017 | 4.8% | 6.1% | -1.0% | 2.7% | 4.5% | -2.4% | 2.9% | 2.6% | -2.1% | 4.0% | -1.4% | 3.4% | 26.1% |
| 2018 | 6.4% | -0.3% | 3.1% | -0.5% | 3.2% | 0.2% | 6.2% | 11.1% | -2.2% | -2.8% | 1.6% | -1.4% | 26.2% |
| 2019 | 15.2% | 0.5% | 5.0% | 9.0% | -7.6% | 13.0% | 4.5% | -2.0% | -2.3% | 0.0% | 6.9% | 1.5% | 50.4% |
| 2020 | 5.7% | -0.2% | 0.0% | 13.7% | 4.6% | 6.8% | 21.5% | 16.4% | -1.6% | 7.2% | 1.2% | 5.0% | 112.3% |
| 2021 | 0.3% | -0.7% | -8.6% | 11.3% | -2.4% | 7.2% | 3.9% | -0.1% | -4.7% | 11.8% | 6.6% | 4.5% | 30.7% |
| 2022 | -3.2% | -8.5% | 7.8% | -5.0% | 7.8% | -10.6% | 18.9% | -4.7% | 0.0% | -1.6% | -2.2% | -13.5% | -17.6% |
| 2023 | 13.5% | -2.0% | 8.6% | -4.5% | 3.5% | 7.6% | -2.9% | 6.2% | -3.3% | 0.0% | 17.5% | 1.6% | 52.9% |
| 2024 | 1.6% | 1.0% | -1.2% | -5.5% | 7.5% | 13.4% | 6.3% | -1.4% | 5.3% | 0.0% | -5.3% | 6.5% | 30.1% |
| 2025 | -2.2% | 1.2% | 0.3% | 2.6% | 11.8% | 4.6% | 4.3% | 0.2% | 7.1% | 5.3% | 2.0% | -3.1% | 38.8% |
| 2026 | 1.6% | 0.0% | 0.0% | 20.7% | 15.1% | - | - | - | - | - | - | - | 41.0% |