July 2026 | Report generated: 2026-07-01 08:05
| Metric | Value | Target | Status |
|---|---|---|---|
| Period Return | -10.97% | +15% / 6mo | ⚠️ Negative |
| Annualized Return | -55.66% | +30% | ⚠️ Below |
| Alpha (Period) | -7.24% | +5% | ⚠️ Negative |
| Beta | 0.06 | < 1.0 | ✅ Lower Risk |
| Sharpe Ratio | -4.44 | 0.8 | ⚠️ Low |
| Max Drawdown | -11.81% | -19% | ✅ Within Limit |
| Current Drawdown | -10.97% | -12% | ✅ Safe |
| Win Rate (Daily) | 17.1% | 55% | ⚠️ Below |
| Metric | Value | Target | Status |
|---|---|---|---|
| Period Return | -17.13% | +15% / 6mo | ⚠️ Negative |
| Annualized Return | -73.15% | +30% | ⚠️ Below |
| Alpha (Period) | -14.32% | +5% | ⚠️ Negative |
| Beta | 0.33 | < 1.0 | ✅ Lower Risk |
| Sharpe Ratio | -4.14 | 1.0 | ⚠️ Low |
| Max Drawdown | -18.04% | -19% | ✅ Within Limit |
| Current Drawdown | -17.13% | -12% | ⚠️ Alert |
| Win Rate (Daily) | 28.6% | 55% | ⚠️ Below |
Based on actual transaction history from 2026-05-27 to 2026-07-01.
⚠️ 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) | -10.97% | -55.66% | -4.44 | -11.81% | -10.97% |
| HK (Top 5) | -17.13% | -73.15% | -4.14 | -18.04% | -17.13% |
Strategy performance vs broad market benchmarks over the same period.
Period: 2026-05-27 to 2026-07-01
| Benchmark | Ticker | Period Return | Max Drawdown | Strategy vs Benchmark |
|---|---|---|---|---|
| 🌍 MSCI ACWI (All Country World) | ACWI | +0.22% | -4.83% | -11.19% Underperformed |
| 🇭🇰 Hang Seng Index | ^HSI | -9.09% | -12.93% | -8.04% Underperformed |