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Actual Performance

PeriodStrategyS&P500

Day +0.4%+0.5%

Week -0.4%-3.1%

Year to date +6.3%-2.1%

Since inception
(August 2019)
+215.1%+102.7%

Maximum drawdown 28.5%

Date of drawdown 2022-09-30

Sharpe ratio 1.06

Volatility (year) 18%

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

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