GR_Strategies USD
since Jan 2023 | USD
Cum. Return
+59.2%
since Jan 2023
CAGR
+13.5%
annualized
YTD 2026
-2.2%
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
+49.7%
since Jan 2023
CAGR
+11.6%
annualized
YTD 2026
+1.1%
year to date
Sharpe
0.9
annualized · Rf=0
Calmar
0.7
CAGR / Max DD
Max Drawdown
−15.8%
since Jan 2023
Last updated: 20 July 2026
Top Strategies — since Jan 2023
| Strategy | CAGR | YTD 2026 | Sharpe | Calmar | Curr DD | Max DD |
|---|---|---|---|---|---|---|
| Top Dual ↗ | +10.9% | +3.9% | 1.36 | 1.60 | -2.3% | -6.8% |
| Top Switch ↗ | +14.7% | -11.4% | 0.60 | 0.61 | -17.6% | -24.2% |
| Top Target ↗ | +18.8% | +8.3% | 1.71 | 1.55 | -2.2% | -12.1% |
| Top Rank ↗ | +11.2% | +6.9% | 1.19 | 1.29 | -3.3% | -8.7% |
| Top Vola ↗ | +28.3% | +2.5% | 1.44 | 1.74 | -2.6% | -16.3% |
| Top Trend ↗ | +10.4% | -5.3% | 0.67 | 0.67 | -11.6% | -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: 20 July 2026 | GR_Strategies Summary