Tear Sheet
VMR
Day Trading CAGR 45.28%
Sharpe 3.97
Max DD -25.13%
CAR/DD 1.80
Profit Factor 1.43
Exposure 19.00%
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% | 3.0% | -2.8% | 9.1% | 7.2% | 2.1% | 5.6% | 9.0% | 2.1% | 40.6% |
| 2008 | -0.9% | 2.0% | 9.6% | 7.0% | -0.9% | 1.8% | 8.3% | 2.3% | 1.7% | 23.8% | 1.5% | -13.8% | 45.9% |
| 2009 | 0.2% | 4.9% | 18.7% | 8.6% | 12.0% | 1.2% | 9.0% | -1.1% | 4.8% | 0.5% | 11.1% | -1.8% | 90.3% |
| 2010 | -4.4% | 4.7% | 2.6% | -2.6% | 16.5% | 3.5% | -3.5% | 10.5% | 6.3% | 7.4% | 0.6% | 1.0% | 49.0% |
| 2011 | 4.5% | -4.8% | 0.0% | -3.2% | 3.2% | 2.5% | 7.5% | 4.8% | 8.2% | 10.0% | -3.8% | 5.1% | 38.2% |
| 2012 | 5.1% | 6.3% | 5.0% | -1.8% | 0.7% | 10.2% | 11.5% | 0.8% | 4.0% | -0.8% | 0.1% | 4.7% | 55.5% |
| 2013 | -3.7% | -3.4% | 4.2% | 7.1% | -1.9% | 2.0% | 1.9% | 2.3% | -1.3% | 6.1% | -0.1% | 6.7% | 20.9% |
| 2014 | -2.1% | 2.0% | 0.2% | 7.8% | 2.9% | 2.2% | -2.6% | 2.0% | 1.2% | 18.5% | 0.4% | 1.9% | 38.2% |
| 2015 | 9.0% | 4.0% | 2.3% | -0.5% | -5.6% | -0.1% | 4.9% | 10.9% | -5.8% | 3.1% | -1.0% | -2.5% | 18.8% |
| 2016 | 15.2% | 1.1% | 12.4% | 5.5% | 6.7% | 9.0% | 5.4% | 2.8% | 5.3% | 0.5% | -0.3% | 2.5% | 88.1% |
| 2017 | 6.5% | -0.6% | 1.9% | 1.5% | 1.9% | 2.3% | -1.2% | 2.5% | -1.4% | 3.7% | 2.7% | 1.2% | 22.9% |
| 2018 | 0.9% | -1.8% | 7.8% | 0.3% | 7.5% | -0.9% | 6.7% | 3.2% | 2.1% | 6.3% | 4.6% | 9.7% | 56.5% |
| 2019 | 12.0% | 2.0% | -0.2% | 0.9% | -2.0% | -2.1% | 4.3% | 0.2% | -3.3% | 5.0% | 4.3% | 0.3% | 22.6% |
| 2020 | 3.3% | 12.6% | -3.3% | 7.6% | -5.6% | 2.2% | 1.8% | 1.3% | 5.8% | -5.3% | -0.4% | 1.6% | 22.1% |
| 2021 | 3.0% | 1.1% | 6.3% | 2.2% | 2.5% | 0.9% | 5.2% | 3.9% | -5.6% | 0.3% | 7.7% | 14.7% | 49.7% |
| 2022 | 0.0% | 4.3% | 6.7% | 11.0% | 16.7% | 3.0% | 12.2% | 2.7% | -2.2% | 12.6% | 3.4% | 1.0% | 96.7% |
| 2023 | 8.6% | 1.0% | 6.4% | 3.1% | 0.1% | 3.8% | -1.0% | 6.6% | 8.3% | -1.7% | 11.3% | 4.2% | 62.7% |
| 2024 | 8.1% | 2.1% | 6.0% | 4.1% | -2.1% | 0.0% | -0.8% | 6.3% | 2.8% | -3.6% | 9.3% | 2.3% | 39.1% |
| 2025 | -0.9% | 4.9% | -1.7% | 21.8% | 8.5% | 5.6% | 1.7% | 1.9% | 0.8% | 2.2% | -1.3% | -2.5% | 46.8% |
| 2026 | -4.8% | 2.0% | -8.9% | 5.7% | 1.7% | - | - | - | - | - | - | - | -4.9% |