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Actual Performance

PeriodStrategyS&P500

Day +1.2%+0.4%

Week +0.2%+0.7%

Year to date +2.5%+1.3%

Since inception
(August 2019)
+203.6%+109.5%

Maximum drawdown 28.5%

Date of drawdown 2022-09-30

Sharpe ratio 1.05

Volatility (year) 18%

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

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