Presenting: AlphaStone Model 4
An in-depth look into our quantitative strategy, showcasing its historical backtesting performance, risk-adjusted returns, and unique alpha-generating capabilities.
Model 4: At a Glance
Key Performance Indicators: A Snapshot of Excellence
Our model consistently demonstrates superior risk-adjusted returns. Here's a look at the core metrics, benchmarked against the S&P 500, to highlight its efficiency and robustness based on weekly performance data.
Sharpe Ratio
The Sharpe Ratio measures risk-adjusted return. A higher value typically indicates better performance for the amount of risk taken. Compare our model's ratio to the S&P 500 to see its efficiency.
Sortino Ratio
The Sortino Ratio is a variation of the Sharpe Ratio that differentiates harmful volatility from total overall volatility by using the asset's standard deviation of negative portfolio returns—downside deviation—instead of the total standard deviation of portfolio returns. A higher Sortino Ratio is better.
Maximum Drawdown
Annualized Volatility
Annualized Volatility measures the dispersion of returns for a given security or market index. It indicates how much the price has fluctuated over a one-year period. Lower volatility generally suggests less risk.
Weekly Performance DNA
This table breaks down the weekly performance characteristics. Win Rate shows consistency, Avg. Win/Loss indicates the typical magnitude of weekly movements, and Profit Factor measures overall profitability efficiency. It is Gross Wins divided by Gross Losses, providing insight into the model's ability to generate profits relative to losses. Gross Wins are the total profits from winning weeks, while Gross Losses are the total losses from losing weeks. A Profit Factor greater than 1 indicates that the model is profitable, while a value less than 1 suggests it is not.
Long-Term Growth Trajectory: Visualizing Our Performance
The equity curve illustrates the consistent growth of our strategy over time. Observe how our model navigates market dynamics, often significantly outpacing standard benchmarks like the S&P 500.
Weekly Performance Comparison: Side-by-Side Excellence
Compare our model's weekly returns directly against the S&P 500 benchmark. This visualization demonstrates our strategy's ability to consistently outperform market standards across different time periods.
Weekly Performance Comparison
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Detailed Weekly Breakdown: Transparency in Performance
A granular view of weekly returns, offering full transparency into our model's week-by-week performance and behavior under various market conditions.
| Start Date | End Date | Model 4 Profit (%) | S&P 500 Profit (%) |
|---|---|---|---|
| 2023-12-17 | 2023-12-23 | -4.34% | 0.75% |
| 2023-12-10 | 2023-12-16 | -0.28% | 2.49% |
| 2023-12-03 | 2023-12-09 | 3.59% | 0.21% |
| 2023-11-26 | 2023-12-02 | 0.78% | 0.77% |
| 2023-11-19 | 2023-11-25 | 0.35% | 1.00% |
| 2023-11-12 | 2023-11-18 | 0.19% | 2.24% |
| 2023-11-05 | 2023-11-11 | 3.12% | 1.31% |
| 2023-10-29 | 2023-11-04 | 1.57% | 5.85% |
| 2023-10-22 | 2023-10-28 | -1.58% | -2.53% |
| 2023-10-15 | 2023-10-21 | 0.89% | -2.39% |
Our Alpha Edge: The Strategy Behind the Numbers
Delve into the core principles and unique factors that drive our model's alpha generation, providing a sustainable edge in the market.
Investment Terms
Minimum investment period is one month
Monthly withdrawals permitted
Deposits and currency conversions take about 2~5 business days
Minor losses or fees may apply during currency conversion and payment processing
Explore Our Strategies
Currently Running Model 5
We are currently running with Model 5 to provide optimal risk-adjusted returns for our investors.
Use of our strategies is subject to change based on market conditions and performance analysis
Partnering for Success: The Investment Opportunity
AlphaStone Model 4 offers a compelling investment opportunity, engineered for consistent alpha and superior risk-adjusted returns. We are committed to delivering exceptional value to our partners.
We invite you to explore how our quantitative strategies can enhance your portfolio. Please contact us for a personalized discussion and detailed due diligence materials.
Toronto, ON, Canada.
@AlphaStoneTech
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Please note that AlphaStone does not provide investment or legal guidance.
The details shared herein should not serve as the foundation for your investment choices.
We strongly recommend conducting your own due diligence and seeking advice from professional investment consultants prior to making any investment decisions.
Past performance is not indicative of future results. Investing involves risk, including the possible loss of principal.