Total Assets
$12.5M
2.3%
Active Strategies
24
Tracked
Today's Return
+0.85%
+$106.2K
Best Performer
+12.4%
Momentum Alpha
Sharpe Ratio
1.85
Risk-adjusted
Max Drawdown
-8.2%
Peak to trough
Net Value Trend
Total Portfolio
Benchmark (SPY)
Best Strategy
Top 5 Average
Strategy Performance Comparison
| Rank | Strategy | Type | Net Value | Total Return | YTD Return | Sharpe | Max DD | Win Rate | Period | Last Update |
|---|---|---|---|---|---|---|---|---|---|---|
|
#1
|
Momentum Alpha
Momentum-based
|
Momentum
|
$2.45M | +12.4% | +8.2% | 1.85 | -5.2% | 62.5% | Weekly | 2h ago |
|
#2
|
Mean Reversion Pro
Mean reversion
|
Mean Rev
|
$1.82M | +9.8% | +6.5% | 1.62 | -6.8% | 58.3% | Monthly | 5h ago |
|
#3
|
Factor Model
Multi-factor
|
Factor
|
$3.12M | +8.2% | +5.8% | 1.45 | -7.5% | 55.2% | Quarterly | 1d ago |
|
#4
|
ML Strategy
Machine learning
|
ML/AI
|
$1.56M | +6.5% | +4.2% | 1.28 | -8.1% | 52.1% | Daily | 30m ago |
|
#5
|
Value Strategy
Value investing
|
Value
|
$2.18M | +5.1% | +3.8% | 1.15 | -9.2% | 48.5% | Monthly | 1d ago |
Daily Returns Heatmap (Last 30 Days)
Positive
Neutral
Negative
Top Performers
1
Momentum Alpha
Momentum
+12.4%
2
Mean Reversion
Mean Rev
+9.8%
3
Factor Model
Factor
+8.2%
4
ML Strategy
ML/AI
+6.5%
5
Value Strategy
Value
+5.1%
Performance Metrics
Sharpe Ratio
1.85
Max Drawdown
-8.2%
Win Rate
62.5%
Avg Return (30D)
+0.42%
Volatility
12.3%
Beta
0.95
Alpha
+2.1%
Total Return (YTD)
+15.8%
Recent Activity
M
Momentum Alpha updated
Net value: $2.45M (+0.3%)
2 hours ago
P
Portfolio rebalanced
5 positions adjusted
5 hours ago
A
Alert triggered
Factor Model drawdown > 5%
1 day ago
R
Report generated
Monthly performance report
2 days ago
Market Overview
SPY
$485.20
+0.65%
QQQ
$425.80
+0.82%
DIA
$385.40
-0.12%
VIX
14.25
-2.1%
Strategy Distribution
Momentum
35%
Mean Reversion
25%
Factor-Based
20%
ML/AI
15%
Value
5%
Risk Metrics
Portfolio Risk
Medium
Concentration Risk
Low
Liquidity Risk
Low
Top Sectors
Technology
28.5%
Healthcare
18.2%
Financials
15.8%
Consumer
12.3%
Industrial
10.5%
Rebalancing Status
Scheduled Today
3
Completed
2
Pending
1
Next Rebalance
2025-01-17 09:00 ET
Quick Stats
Total Positions
125
Avg Position Size
4.0%
Turnover (30D)
12.5%
Cash Position
5.2%