Excel to PDF 2

Supervised #1Unsupervised #1Collateral

Comparative Stats

Annualised StatsMODELOMNIUS EquitiesUS Bonds
Return 58.1% 9.3% 7.9%
St. Dev. 39.9% 15.5% 4.5%
Downside Dev. 41.5% 17.3% 4.7%
Skew 4% -10% -12%
Sharpe 1.46x 0.60x 1.77x
Sortino 1.40x 0.54x 1.70x
US Equities Correlation -7% n/m -41%
US Bonds Correlation 20% -41% n/m
Weeks 65 65 65
Positive Weeks 61% 57% 60%
Best / Worst Week 1.3x 0.7x 0.6x
Worst Draw -19.5% -17.1% -2.5%
Total ReturnMODELOMNIUS EquitiesUS Bonds
2018 13.5% -11.7% 2.1%
2019 59.2% 25.4% 8.0%
L12M 58.3% 14.9% 11.5%

Return Distribution

68%
95%
-2 Std-1 StdMean+1 Std+2 Std
MODELOMNI-2,166,7601,823,5005,813,7609,804,02013,794,280
US Equities-2,159,988-613,106933,7752,480,6574,027,539
US Bonds-105,718344,189794,0961,244,0021,693,909
Supervised #1Unsupervised #1Collateral
Volume StatisticsLong TermLast 12 Weeks
Traded Volume (per Month) $12345 $12345
Traded Volume (per Year) $12345 $12345
Fee StatisticsLong TermLast 12 Weeks
Fee Rate (per MM traded)
Fee (per Month) $12345 $12345
Fee (per Year) $12345 $12345

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