Performance
+247%
Total Return
+305%
Annualized Return
4.5
Sharpe Ratio
18%
Max Drawdown
100%
Monthly Win Rate
10/10 months positive
Growth of $100 — AceAlpha vs SPY (daily)
Risk-Adjusted Metrics
12.5
Sortino Ratio
Penalises only downside volatility. ∞ = no losing months in period.
16.6
Calmar Ratio
Annualised return ÷ max drawdown. Above 3 is considered excellent.
48.3%
Annualised Volatility
Monthly return std dev × √12. Lower = smoother ride.
3.0
Beta to SPY
Sensitivity to market moves. Below 1 = less market exposure.
+13.0%
Avg Monthly Return
Simple mean across all 11 months. Consistent positive returns each month.
3.7
Information Ratio
Alpha per unit of tracking error (annualised). Above 0.5 is strong.
+42.1%
Best Month
Apr 2026 — vs SPY +10.5% that month.
-11.9%
Worst Month
Jul 2026 — vs SPY -1.0% that month.
Cumulative Alpha vs SPY
Drawdown — AceAlpha vs SPY (daily)
Monthly Returns
AceAlpha (backtest)AceAlpha (live)SPY
Monthly Alpha
| Month | SPY | AceAlpha | Alpha |
|---|---|---|---|
| Jul 2026live (mtd) | -1.0% | -11.9% | -10.9% |
| Jun 2026live | -1.3% | +2.7% | +4.0% |
| May 2026live | +5.3% | +26.7% | +21.4% |
| Apr 2026 | +10.5% | +42.1% | +31.6% |
| Mar 2026 | -4.9% | +0.8% | +5.7% |
| Feb 2026 | -0.9% | +12.6% | +13.5% |
| Jan 2026 | +1.5% | +20.7% | +19.2% |
| Dec 2025 | +0.1% | +3.8% | +3.7% |
| Nov 2025 | +0.2% | +12.9% | +12.7% |
| Oct 2025 | +2.4% | +21.8% | +19.4% |
| Sep 2025 | +3.6% | +11.1% | +7.5% |