1D
+3.93%
1M
+4.48%
1Y
+21.94%
The steady yearly return that would take the book from its start to today, with deposits and withdrawals stripped out. Books under 90 days show an average monthly return instead and rank below every real CAGR.
CAGR
The steady yearly return that would take the book from its start to today, with deposits and withdrawals stripped out. Books under 90 days show an average monthly return instead and rank below every real CAGR.1D
+3.93%
1M
+4.48%
1Y
+21.94%
Return earned per unit of volatility, who compounded the steadiest, not just the highest.
CAGR
+38.30%
Since incept
+59.52%
Beta · S&P
0.61
Sharpe
1.48
1D
-0.75%
1M
-2.16%
1Y
+16.17%
CAGR
+15.95%
Since incept
+38.28%
Beta · S&P
0.91
Sharpe
0.85
1D
-0.37%
1M
-3.10%
1Y
—
CAGR
+7.12%
Since incept
+1.84%
Beta · S&P
0.76
Sharpe
0.36
1D
+1.18%
1M
+7.56%
1Y
—
CAGR
+5.80%/mo
Since incept
+15.53%
Beta · S&P
0.35
Sharpe
1.74
1D
+0.77%
1M
+0.65%
1Y
—
CAGR
+1.18%/mo
Since incept
+2.69%
Beta · S&P
0.17
Sharpe
1.99
1D
-0.61%
1M
-2.37%
1Y
—
CAGR
+0.65%/mo
Since incept
+1.76%
Beta · S&P
0.90
Sharpe
0.77
1D
-0.72%
1M
-4.00%
1Y
—
CAGR
+0.64%/mo
Since incept
+0.88%
Beta · S&P
1.61
Sharpe
0.39
1D
-2.47%
1M
-23.19%
1Y
—
CAGR
-11.10%/mo
Since incept
-22.52%
Beta · S&P
0.33
Sharpe
-1.16