AlphaStone Model 5.5.4
Quantitative strategy performance data from historical backtesting, showcasing risk-adjusted returns and systematic alpha generation.
Model 5.5.4: Performance Overview
Key Performance Metrics
Risk-adjusted returns benchmarked against the S&P 500, 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.
Performance Over Time
Long-term growth trajectory compared to market benchmarks.
Weekly Performance Analysis
Direct comparison of weekly returns against the S&P 500 benchmark.
Weekly Performance Comparison
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Weekly Performance Data
Transparent week-by-week performance breakdown.
| Start Date | End Date | Model 5.5.4 Profit (%) | S&P 500 Profit (%) |
|---|---|---|---|
| 2025-09-28 | 2025-10-04 | 1.40% | 1.09% |
| 2025-09-21 | 2025-09-27 | 0.03% | -0.31% |
| 2025-09-14 | 2025-09-20 | 0.60% | 1.22% |
| 2025-09-07 | 2025-09-13 | 2.00% | 1.59% |
| 2025-08-31 | 2025-09-06 | 0.59% | 0.33% |
| 2025-08-24 | 2025-08-30 | 1.62% | -0.10% |
| 2025-08-17 | 2025-08-23 | 0.05% | 0.27% |
| 2025-08-10 | 2025-08-16 | 0.71% | 0.94% |
| 2025-08-03 | 2025-08-09 | 2.51% | 2.43% |
| 2025-07-27 | 2025-08-02 | 0.14% | -2.36% |
Strategy Overview
Core principles driving systematic alpha generation.
Alpha Fund
AlphaStone's flagship fund designed for systematic market outperformance. 20% performance fee.
Start InvestingInvestment 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
Our Strategies
Currently Running Model 5.5.4
We are currently running Model 5.5.4 to provide optimal risk-adjusted returns for our investors.
Strategy selection is subject to change based on market conditions and performance analysis
Investment Opportunity
Model 5.5.4 offers systematic alpha generation with superior risk-adjusted returns.
Contact us to explore how our quantitative strategies can enhance your portfolio.
