GR_Strategies USD
since Jan 2023 | USD
Cum. Return
+63.3%
since Jan 2023
CAGR
+14.9%
annualized
YTD 2026
+0.3%
year to date
Sharpe
1.2
annualized · Rf=0
Calmar
1.2
CAGR / Max DD
Max Drawdown
−12.5%
since Jan 2023
GR_Strategies EUR
since Jan 2023 | EUR
Cum. Return
+51.4%
since Jan 2023
CAGR
+12.4%
annualized
YTD 2026
+2.3%
year to date
Sharpe
1.0
annualized · Rf=0
Calmar
0.8
CAGR / Max DD
Max Drawdown
−15.8%
since Jan 2023
Last updated: 03 June 2026
Top Strategies — since Jan 2023
| Strategy | CAGR | YTD 2026 | Sharpe | Calmar | Curr DD | Max DD |
|---|---|---|---|---|---|---|
| Top Dual ↗ | +11.0% | +3.0% | 1.37 | 1.62 | -3.1% | -6.8% |
| Top Switch ↗ | +17.3% | -6.0% | 0.70 | 0.71 | -12.5% | -24.2% |
| Top Target ↗ | +20.2% | +10.5% | 1.85 | 1.67 | -0.2% | -12.1% |
| Top Rank ↗ | +12.3% | +9.2% | 1.30 | 1.41 | -1.2% | -8.7% |
| Top Vola ↗ | +29.3% | +2.0% | 1.51 | 1.80 | -0.6% | -16.3% |
| Top Trend ↗ | +11.9% | -2.1% | 0.76 | 0.77 | -8.6% | -15.5% |
Sharpe Ratio: Annualized return divided by annualized volatility (Rf = 0). Higher = better risk-adjusted return per unit of total risk. ·
Calmar Ratio: CAGR divided by Max Drawdown. Higher = better return relative to worst loss. A Calmar above 1.0 means the strategy earns more per year than it has ever lost at its worst point.
Correlation Matrix — Top Strategies since Jan 2023
Annual Returns — Top Strategies by Year
Last updated: 03 June 2026 | GR_Strategies Summary