GR_Strategies USD
since Jan 2023 | USD
Cum. Return
+64.7%
since Jan 2023
CAGR
+13.4%
annualized
YTD 2026
+1.1%
year to date
Sharpe
1.1
annualized · Rf=0
Calmar
1.1
CAGR / Max DD
Max Drawdown
−12.5%
since Jan 2023
GR_Strategies EUR
since Jan 2023 | EUR
Cum. Return
+54.6%
since Jan 2023
CAGR
+11.6%
annualized
YTD 2026
+4.4%
year to date
Sharpe
0.9
annualized · Rf=0
Calmar
0.7
CAGR / Max DD
Max Drawdown
−15.8%
since Jan 2023
Last updated: 28 October 2026
Top Strategies — since Jan 2023
| Strategy | CAGR | YTD 2026 | Sharpe | Calmar | Curr DD | Max DD |
|---|---|---|---|---|---|---|
| Top Dual ↗ | +11.3% | +8.6% | 1.43 | 1.66 | 0.0% | -6.8% |
| Top Switch ↗ | +14.1% | -11.0% | 0.85 | 0.72 | -17.4% | -19.7% |
| Top Target ↗ | +18.0% | +10.5% | 1.64 | 1.49 | -3.1% | -12.1% |
| Top Rank ↗ | +10.7% | +8.3% | 1.16 | 1.23 | -2.1% | -8.7% |
| Top Vola ↗ | +28.5% | +10.6% | 1.47 | 1.75 | -2.3% | -16.3% |
| Top Trend ↗ | +10.2% | -3.5% | 0.66 | 0.66 | -9.9% | -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: 28 October 2026 | GR_Strategies Summary