| Return | Max Drawdown | |
|---|---|---|
| 2019 | +32.0% | -5.4% |
| 2020 | +112.7% | -10.7% |
| 2021 | +42.3% | -8.0% |
| 2022 | +20.8% | -5.9% |
| 2023 | +83.2% | -6.5% |
| 2024 | +53.8% | -8.2% |
| 2025 | +36.1% | -5.5% |
| 2026 YTD | +4.7% | -11.3% |
| CAGR | Max DD | MAR | |
|---|---|---|---|
| Risk balanced CTM implementation | 47.2% | -11.3% | 4.17 |
| Equal weight reference only | 73.7% | -16.8% | 4.38 |
| QQQ buy & hold | 22.9% | -35.1% | 0.65 |
| SPY buy & hold | 17.5% | -33.7% | 0.52 |