Global Strategy NAV
100.7
Base = 100
HK Strategy NAV
99.0
Base = 100
Combined Alpha
-3.0%
vs Benchmark (Period)
🌍 Global Strategy Performance
| Metric | Value | Target | Status |
|---|
| Period Return | +0.74% | +15% / 6mo | ✅ Positive |
| Annualized Return | +9.20% | +30% | ⚠️ Below |
| Alpha (Period) | -1.70% | +5% | ⚠️ Negative |
| Beta | 0.77 | < 1.0 | ✅ Lower Risk |
| Sharpe Ratio | 0.70 | 0.8 | ✅ Good |
| Max Drawdown | -2.98% | -19% | ✅ Within Limit |
| Current Drawdown | -1.47% | -12% | ✅ Safe |
| Win Rate (Daily) | 35.0% | 55% | ⚠️ Below |
🇭🇰 HK Strategy Performance
| Metric | Value | Target | Status |
|---|
| Period Return | -0.95% | +15% / 6mo | ⚠️ Negative |
| Annualized Return | -10.83% | +30% | ⚠️ Below |
| Alpha (Period) | -4.23% | +5% | ⚠️ Negative |
| Beta | 0.66 | < 1.0 | ✅ Lower Risk |
| Sharpe Ratio | -0.65 | 1.0 | ⚠️ Low |
| Max Drawdown | -5.16% | -19% | ✅ Within Limit |
| Current Drawdown | -2.27% | -12% | ✅ Safe |
| Win Rate (Daily) | 35.0% | 55% | ⚠️ Below |
🎯 Performance Summary
Based on actual transaction history from 2026-05-11 to 2026-05-31.
⚠️ Strategy launched in mid-May 2026. Longer-term metrics (YTD, 6-month outlook) will become available as more history accumulates.
| Strategy | Period Return | Annualized | Sharpe | Max DD | Current DD |
|---|
| Global (Top 10) |
+0.74% |
+9.20% |
0.70 |
-2.98% |
-1.47% |
| HK (Top 5) |
-0.95% |
-10.83% |
-0.65 |
-5.16% |
-2.27% |
📊 Benchmark Comparison
Strategy performance vs broad market benchmarks over the same period.
Period: 2026-05-11 to 2026-05-31
| Benchmark | Ticker | Period Return | Max Drawdown | Strategy vs Benchmark |
|---|
| 🌍 MSCI ACWI (All Country World) |
ACWI |
+1.94% |
-2.23% |
-1.20% Underperformed |
| 🇭🇰 Hang Seng Index |
^HSI |
-4.64% |
-5.30% |
+3.69% Outperformed |