ART Short-Term Systematic Strategy – Monthly Performance (Since Inception 2023)
| 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% |
Strategy inception: July 2023.
Past performance is not necessarily indicative of future results.
Key Performance Metrics
| Return (Since Inception) | Value |
|---|---|
| Annualized Return | 42.6% |
| Win 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 |
| Time Window Analysis (Since Inception) | Value | Value | Value |
|---|---|---|---|
| Best Three Months | |||
| Worst Three Months |
This document does not constitute investment proposal or advice. This material is for informational purposes only and is provided solely on the basis that it will not constitute investment or other advice or a recommendation relating to any person’s or plan’s investment or other decisions. This document is intended only for you and may not be transmitted or distributed to any other party. The statistics contained in this document are provided as at the date indicated in this document and may become outdated shortly after.