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Actual Performance

PeriodStrategyS&P500

Day +0.9%+0.7%

Week +3.8%+4.6%

Year to date +1.8%-6.2%

Since inception
(August 2019)
+201.5%+94.1%

Maximum drawdown 28.5%

Date of drawdown 2022-09-30

Sharpe ratio 0.99

Volatility (year) 22%

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

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