| Annualised Stats | MODELOMNI | US Equities | US 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 Return | MODELOMNI | US Equities | US Bonds |
| 2018 | 13.5% | -11.7% | 2.1% |
| 2019 | 59.2% | 25.4% | 8.0% |
| L12M | 58.3% | 14.9% | 11.5% |
| 68% | |||||
| 95% | |||||
| -2 Std | -1 Std | Mean | +1 Std | +2 Std | |
|---|---|---|---|---|---|
| MODELOMNI | -2,166,760 | 1,823,500 | 5,813,760 | 9,804,020 | 13,794,280 |
| US Equities | -2,159,988 | -613,106 | 933,775 | 2,480,657 | 4,027,539 |
| US Bonds | -105,718 | 344,189 | 794,096 | 1,244,002 | 1,693,909 |
Our website uses cookies to give you the best online experience. By agreeing you accept the use of cookies in accordance with our cookie policy.