April 2026 | Report generated: 2026-04-23 00:09
| Metric | Value | Target | Status |
|---|---|---|---|
| Month-to-Date Return | +3.20% | +1.25%/mo | ✅ On Track |
| YTD Return | +8.50% | +7.5% | ✅ Exceeding |
| Alpha (Annualized) | +2.10% | +5% | ✅ Generating |
| Beta | -0.07 | 0.0 | ✅ Market Neutral |
| Sharpe Ratio | 0.82 | 0.8 | ✅ Good |
| Max Drawdown | -18.35% | -19% | ✅ Within Limit |
| Current Drawdown | -5.20% | -12% | ✅ Safe |
| Win Rate (Daily) | 56.8% | 55% | ✅ Good |
| Metric | Value | Target | Status |
|---|---|---|---|
| Month-to-Date Return | +5.10% | +1.25%/mo | ✅ On Track |
| YTD Return | +12.30% | +7.5% | ✅ Exceeding |
| Alpha (Annualized) | +4.50% | +5% | ✅ Generating |
| Beta | 0.00 | 0.0 | ✅ Market Neutral |
| Sharpe Ratio | 1.07 | 1.0 | ✅ Excellent |
| Max Drawdown | -14.12% | -19% | ✅ Within Limit |
| Current Drawdown | -3.80% | -12% | ✅ Safe |
| Win Rate (Daily) | 56.4% | 55% | ✅ Good |
Based on current factor positioning and historical rolling 6-month returns:
| Strategy | Min 6M Return | Median 6M Return | Max 6M Return | Prob. of 15% Target |
|---|---|---|---|---|
| Global (Top 10) | +5.2% | +14.5% | +22.8% | 58% |
| HK (Top 5) | +8.1% | +18.2% | +31.2% | 72% |