Performance Snapshot
This summary highlights key return, risk, and consistency metrics derived from the net performance series presented above.
Return Profile
- Annualized Return: 43.3%
- Average Monthly Return: 2.9%
- Best 3-Month Period: +34.6%
- Worst 3-Month Period: -5.8%
Risk Profile
- Maximum Drawdown: -14.24%
- Monthly Volatility: 6.7%
- Recovery Period: 6 months
- Longest Recovery: 6 months
Efficiency & Consistency
- Calmar Ratio: 3.04
- Positive Months: 72%
- Rolling 12-Month Range: ~25% to ~95%
Distribution & Portfolio Role
- Positive skew profile
- Elevated kurtosis (episodic dispersion)
- Low expected correlation to equities and fixed income