September 2026 | Report generated: 2026-09-01 07:01
| Metric | Value | Target | Status |
|---|---|---|---|
| Period Return | +2.07% | +15% / 6mo | ✅ Positive |
| Annualized Return | +8.55% | +30% | ⚠️ Below |
| Alpha (Period) | +4.18% | +5% | ✅ Generating |
| Beta | 0.18 | < 1.0 | ✅ Lower Risk |
| Sharpe Ratio | 0.75 | 0.8 | ✅ Good |
| Max Drawdown | -3.19% | -19% | ✅ Within Limit |
| Current Drawdown | -2.73% | -12% | ✅ Safe |
| Win Rate (Daily) | 37.1% | 55% | ⚠️ Below |
| Metric | Value | Target | Status |
|---|---|---|---|
| Period Return | -2.50% | +15% / 6mo | ⚠️ Negative |
| Annualized Return | -9.77% | +30% | ⚠️ Below |
| Alpha (Period) | +4.28% | +5% | ✅ Generating |
| Beta | -0.58 | < 1.0 | ✅ Lower Risk |
| Sharpe Ratio | -0.50 | 1.0 | ⚠️ Low |
| Max Drawdown | -6.01% | -19% | ✅ Within Limit |
| Current Drawdown | -5.37% | -12% | ✅ Safe |
| Win Rate (Daily) | 34.4% | 55% | ⚠️ Below |
Based on actual transaction history from 2026-07-01 to 2026-09-01.
⚠️ 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) | +2.07% | +8.55% | 0.75 | -3.19% | -2.73% |
| HK (Top 5) | -2.50% | -9.77% | -0.50 | -6.01% | -5.37% |
Strategy performance vs broad market benchmarks over the same period.
Period: 2026-07-01 to 2026-09-01
| Benchmark | Ticker | Period Return | Max Drawdown | Strategy vs Benchmark |
|---|---|---|---|---|
| 🌍 MSCI ACWI (All Country World) | ACWI | +2.92% | -3.48% | -0.85% Underperformed |
| 🇭🇰 Hang Seng Index | ^HSI | +10.89% | -3.43% | -13.39% Underperformed |