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Actual Performance

PeriodStrategyS&P500

Day -1.8%+0.1%

Week -1.8%-1.3%

Year to date +31.8%+24.0%

Since inception
(August 2019)
+183.6%+107.7%

Maximum drawdown 28.5%

Date of drawdown 2022-09-30

Sharpe ratio 1.02

Volatility (year) 17%

Portfolio (USD) and S&P500 dynamics (%)

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