ART Short-Term Systematic Strategy
Monthly Performance % – (Since Inception July 2023)
Strategy inception: July 2023.
Past performance is not necessarily indicative of future results.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -9.13% | 8.41% | |||||||||||
| 2025 | -7.74% | 6.59% | 2.62% | -17.72% | 7.51% | -3.73% | -0.30% | 3.65% | 6.45% | 3.63% | 4.54% | 1.64% | 4.11% |
| 2024 | 0.07% | 6.12% | 12.79% | 1.56% | -6.19% | 4.10% | 13.51% | 12.59% | -7.08% | 7.93% | 2.09% | 14.41% | 77.85% |
| 2023 | -8.39% | 32.72% | 9.18% | 1.29% | -7.87% | 14.13% | 41.37% |
Growth of 1,000,000 Since Inception
ART Strategy vs SG CTA Index
ART/SG CTA Index Placeholder
Key Performance Metrics
| Return (Since Inception) | Value |
|---|---|
| Annualized Return | 42.6% |
| Winning Months % | 71.9% |
| Average Monthly Return | 7.7% |
| Risk (Since Inception) | Value |
|---|---|
| Volatility | 32.3% |
| Losing Months % | 28.1% |
| Average Loss in a Losing Month | -7.6% |
| Max Drawdown Depth | -17.7% |
| Return (Since Inception) | Value |
|---|---|
| Sharpe Ratio | 1.21 |
| Sortino | 2.56 |
| Calmar Ratio | 2.41 |
Extreme Performance Periods (Since Inception)
| Time Window Analysis (Since Inception) | Value | Date |
|---|---|---|
| Best 3-Month Period | 43.19% | Aug 2023-Oct 2023 |
| Worst 3-Month Period | -8.51% | Apr 2025-Jun2025 |
Past performance is not necessarily indicative of future results.
Performance results represent the ART Short-Term Systematic Strategy since inception (July 2023). Returns are net of trading costs where applicable.