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Actual Performance

PeriodStrategyS&P500

Day -0.9%+0.3%

Week -1.7%+1.0%

Year to date +26.0%+16.1%

Since inception
(August 2019)
+273.4%+140.2%

Maximum drawdown 28.5%

Date of drawdown 2022-09-30

Sharpe ratio 1.09

Volatility (year) 19%

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

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