Description
Total position allocation is set to 80.00% of account
Details
Assets
| Assets | Percentage |
|---|---|
| IYR | 0 - 11.60% |
| XLB | 0 - 9.65% |
| XLE | 0 - 8.68% |
| XLF | 0 - 13.18% |
| XLI | 0 - 8.05% |
| XLK | 0 - 19.15% |
| XLP | 0 - 6.48% |
| XLU | 0 - 8.80% |
| XLV | 0 - 9.42% |
| XLY | 0 - 15.00% |
Metrics
| Metric | Measure |
|---|---|
| Account | Sectors |
| SharpRatio | 2.78 |
| SortinoRatio | 4.28 |
| PercentWins | 72.95% |
| AveWin | 2.76% |
| AveLoss | -1.66% |
| AveWinLoss | 1.66 |
| MedianDD | -2.72% |
| MaxDD | -7.11% |
| Rolling Year Return | 17.38% |
| Annualized Return (CAGR) | 21.87% |
| CalmarRatio | 6.98 |