METRICS
| Start Date | Jul 01, 2025 | |||
| End Date | Jul 01, 2026 | |||
Main Metrics
| Metric | Unwind Sirer |
|---|---|
| Cumulative Return [%] | 32.5% |
| CAGR [%] | 32.5% |
| Volatility [%] | 14.7% |
| Sharpe | 1.9805 |
| Sortino | 3.1626 |
| Calmar | 2.8258 |
| Max Drawdown (MD) [%] | -11.5% |
| Duration of MD [days] | 26 |
| Max Drawdown Duration (MDD) [days] | 122 |
| Drawdown of MDD [%] | -5.5% |
Returns Metrics
| Metric | Unwind Sirer |
|---|---|
| 1-day VaR (95%) | -1.07% |
| 1-month VaR (99%) | -5.21% |
| CVaR (95%) | -1.69% |
| CVaR (99%) | -5.61% |
| Gini Coefficient | 0.5462 |
| Omega Ratio | 1.3881 |
| Gain/Pain Ratio (1M) | 3.9076 |
| Tail Ratio | 1.2550 |
| Outlier Win Ratio | 0.0055 |
| Outlier Loss Ratio | 0.0055 |
Rolling Metrics
| Metric | Unwind Sirer |
|---|---|
| Rolling Sharpe 30d Mean | 4.9427 |
| Rolling Sharpe 30d Median | 1.1866 |
| Rolling Sharpe 30d Last | -3.3456 |
| Rolling Sharpe 90d Mean | 3.2890 |
| Rolling Sharpe 90d Median | 0.9753 |
| Rolling Sharpe 90d Last | 6.2907 |
| Rolling Sharpe 180d Mean | 2.7219 |
| Rolling Sharpe 180d Median | 0.7647 |
| Rolling Sharpe 180d Last | 4.2647 |
| Rolling Sharpe 365d Mean | 1.9805 |
| Rolling Sharpe 365d Median | 1.9805 |
| Rolling Sharpe 365d Last | 1.9805 |
Cumulative Return Metrics
| Metric | Unwind Sirer |
|---|---|
| MTD [%] | -5.6% |
| 3M [%] | 24.2% |
| 6M [%] | 25.5% |
| YTD [%] | 25.7% |
| Best Day [%] | 6.2% |
| Worst Day [%] | -3.3% |
| Best Month [%] | 17.0% |
| Worst Month [%] | -5.6% |
| Best Year [%] | 25.7% |
| Worst Year [%] | 5.4% |
Benchmark Metrics
| Metric | Unwind Sirer |
|---|---|
| Alpha | - |
| Beta | - |
| Information Ratio | - |
| Treynor Ratio | - |
| Correlation | - |
Worst Drawdowns
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-05 | 2026-07-01 | -11.49 | 26 |
| 2025-09-19 | 2025-10-14 | -6.4 | 25 |
| 2025-10-15 | 2026-02-14 | -5.48 | 122 |
| 2025-07-23 | 2025-08-16 | -2.99 | 24 |
| 2025-08-19 | 2025-09-14 | -1.98 | 26 |
| 2025-07-12 | 2025-07-15 | -1.78 | 3 |
| 2026-03-18 | 2026-04-05 | -1.58 | 18 |
| 2026-02-27 | 2026-03-05 | -1.21 | 6 |
| 2026-03-06 | 2026-03-16 | -1.19 | 10 |
| 2025-09-15 | 2025-09-18 | -0.96 | 3 |
PLOTS
