UYZ

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	85.0%
Cumulative Return	171.49%
CAGR%	13.94%
Sharpe	1.13
Sortino	1.75
Max Drawdown	-13.22%
Longest DD Days	253
Volatility (ann.)	11.89%
Calmar	1.06
Skew	0.85
Kurtosis	14.52
Expected Daily %	0.05%
Expected Monthly %	1.08%
Expected Yearly %	11.74%
Kelly Criterion	12.42%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.18%
Expected Shortfall (cVaR)	-1.18%
Payoff Ratio	0.95
Profit Factor	1.28
Common Sense Ratio	1.45
CPC Index	0.7
Tail Ratio	1.13
Outlier Win Ratio	5.72
Outlier Loss Ratio	4.0
MTD	0.0%
3M	1.08%
6M	8.37%
YTD	0.99%
1Y	9.22%
3Y (ann.)	12.63%
5Y (ann.)	14.03%
10Y (ann.)	13.94%
All-time (ann.)	13.94%
Best Day	8.33%
Worst Day	-5.1%
Best Month	11.51%
Worst Month	-8.77%
Best Year	28.91%
Worst Year	-0.02%
Avg. Drawdown	-1.82%
Avg. Drawdown Days	22
Recovery Factor	12.98
Ulcer Index	inf
Avg. Up Month	2.58%
Avg. Down Month	-1.87%
Win Days %	57.3%
Win Month %	67.39%
Win Quarter %	67.74%
Win Year %	88.89%

Year	Return	Cumulative
2014	0.14%	-0.02%
2015	15.92%	16.49%
2016	7.49%	6.78%
2017	26.4%	28.91%
2018	17.95%	18.1%
2019	13.28%	13.59%
2020	15.4%	15.85%
2021	7.83%	7.89%
2022	0.99%	0.99%

Started	Recovered	Drawdown	Days
2016-06-30	2017-03-02	-13.22	245
2017-10-27	2018-01-08	-9.23	73
2019-12-23	2020-05-27	-8.23	156
2019-08-09	2019-12-02	-7.70	115
2018-08-23	2019-04-23	-7.53	243
2014-08-21	2015-05-01	-7.32	253
2021-04-01	2021-06-30	-6.84	90
2018-01-16	2018-01-30	-6.62	14
2018-02-01	2018-02-12	-5.51	11
2018-03-06	2018-03-28	-5.28	22