Before I tell you what either of these is, which one would you want managing your clients' money?
Metric
Strategy A
Strategy B
Benchmark
10-Year CAGR
7.82%
25.61%
12.91%
Avg Annual Return
8.34%
28.07%
14.06%
Max Drawdown
-20.11%
-18.68%
-19.95%
Sharpe
0.62
1.05
0.74
Sortino
1.19
3.70
1.52
Calmar
0.39
1.37
0.65
Up Capture (monthly)
65%
180%
100%
Down Capture (monthly)
72%
82%
100%
$100K grew to
$212,373
$978,168
$336,662
Historical output reflects core strategy logic. Governance overlay results will vary based on risk posture settings and market conditions. Not a guarantee of future results.