METRICS
| Start Date | Mar 25, 2026 | |||
| End Date | Aug 02, 2026 | |||
Main Metrics
| Metric | Forward Fugger |
|---|---|
| Cumulative Return [%] | 26.8% |
| CAGR [%] | 94.7% |
| Volatility [%] | 9.3% |
| Sharpe | 7.1949 |
| Sortino | 13.4669 |
| Calmar | 9.3943 |
| Max Drawdown (MD) [%] | -10.1% |
| Duration of MD [days] | 58 |
| Max Drawdown Duration (MDD) [days] | 58 |
| Drawdown of MDD [%] | -10.1% |
Returns Metrics
| Metric | Forward Fugger |
|---|---|
| 1-day VaR (95%) | -0.75% |
| 1-month VaR (99%) | -8.09% |
| CVaR (95%) | -0.85% |
| CVaR (99%) | -8.51% |
| Gini Coefficient | 0.4740 |
| Omega Ratio | 2.7784 |
| Gain/Pain Ratio (1M) | 2.6597 |
| Tail Ratio | 1.2610 |
| Outlier Win Ratio | 0.0077 |
| Outlier Loss Ratio | 0.0000 |
Rolling Metrics
| Metric | Forward Fugger |
|---|---|
| Rolling Sharpe 30d Mean | 10.9865 |
| Rolling Sharpe 30d Median | 6.0089 |
| Rolling Sharpe 30d Last | 5.3764 |
| Rolling Sharpe 90d Mean | 6.7075 |
| Rolling Sharpe 90d Median | 7.0869 |
| Rolling Sharpe 90d Last | 3.4224 |
| Rolling Sharpe 180d Mean | - |
| Rolling Sharpe 180d Median | - |
| Rolling Sharpe 180d Last | - |
| Rolling Sharpe 365d Mean | - |
| Rolling Sharpe 365d Median | - |
| Rolling Sharpe 365d Last | - |
Cumulative Return Metrics
| Metric | Forward Fugger |
|---|---|
| MTD [%] | -0.1% |
| 3M [%] | 12.1% |
| 6M [%] | 26.8% |
| YTD [%] | 26.8% |
| Best Day [%] | 1.8% |
| Worst Day [%] | -1.1% |
| Best Month [%] | 17.0% |
| Worst Month [%] | -8.5% |
| Best Year [%] | 26.8% |
| Worst Year [%] | 26.8% |
Benchmark Metrics
| Metric | Forward Fugger |
|---|---|
| Alpha | - |
| Beta | - |
| Information Ratio | - |
| Treynor Ratio | - |
| Correlation | - |
Worst Drawdowns
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-05 | 2026-08-02 | -10.08 | 58 |
PLOTS
