Annual Return

+34.7%

Average annual return over 5 years

Max Drawdown

-8.2%

Maximum portfolio decline from peak

Sharpe Ratio

2.14

Risk-adjusted return measurement

Win Rate

73.5%

Percentage of profitable trades

Strategy Performance Breakdown

Crypto Momentum

Active
YTD Return +42.3%
Volatility 18.7%
Trades 1,247

Performance Chart

Forex Arbitrage

Active
YTD Return +28.9%
Volatility 12.4%
Trades 3,891

Performance Chart

Futures Spread

Active
YTD Return +19.6%
Volatility 9.8%
Trades 567

Performance Chart

Monthly Returns (2024)

Month Crypto Forex Futures Total
January +5.2% +2.8% +1.9% +3.3%
February +8.7% +3.1% +2.4% +4.7%
March +12.3% +2.9% -0.8% +4.8%
April -2.1% +4.2% +3.1% +1.7%
May +6.8% +1.9% +2.7% +3.8%
June +4.5% +3.4% +1.8% +3.2%

Risk Analysis

Value at Risk (VaR)

2.3%

95% confidence, 1-day horizon

Beta

0.67

Correlation to market movements

Calmar Ratio

4.23

Return vs maximum drawdown

Sortino Ratio

3.18

Downside deviation adjusted

What Our Clients Say

"AlgoAnalyst's crypto strategies have consistently outperformed the market. Their risk management is exceptional."

Michael Thompson

Hedge Fund Manager

"The forex algorithms have generated steady returns with minimal drawdowns. Highly recommended for institutional investors."

Sarah Williams

Portfolio Manager

"Professional service with transparent reporting. The team's expertise in algorithmic trading is evident in the results."

Robert Chen

Family Office CIO