Analysis
Versus BTC and an equal-weight bench. Fee drag is illustrative.
Book
BTC
Win rate
54.8%
MDD
-6.40%
Fee drag
-0.31%
vs BTC
-2.10%
04
-0.6%
05
-0.1%
06
-1.1%
07
+0.6%
08
+0.7%
09
+0.6%
10
+2.1%
11
+2.3%
12
+0.8%
01
+1.5%
02
+1.2%
03
-0.4%
04
+2.1%
05
-0.5%
06
+2.1%
07
-0.8%
08
+1.9%
09
+1.9%