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α52
Alpha 52
Where AI meets Quant

Model Performance Overview

Performance Since Inception

Model: 27.00% SPY: 10.78% Active Return: 16.22% As of: Fri 13 Mar

Shown performance reflects actual trading results net of all fees, dividend taxes, and transaction costs, not simulation or paper trading.

Monthly Calendar Performance

February 2025 performance reflects inception date of February 11, 2025, not the full month.

Since Inception Model Analysis

Duration: 1 Months, 3 Days
Risk Free Rate: 3.95% pa

Absolute Ratios

Metric Model SPY Range
Return % 27.00 10.78
8.1 SPY Return 10.78% Model Return 27.0% 33.8
Std Dev % 19.69 19.68
14.8 SPY Std Dev 19.68% Model Std Dev 19.69% 24.6
MDD % -13.92 -18.76
-23.5 SPY MDD -18.76% Model MDD -13.92% -10.4
Sharpe Ratio 1.15 0.32
0.2 SPY Sharpe 0.32 Model Sharpe 1.15 1.4
Sortino Ratio 1.69 0.42
0.3 SPY Sortino 0.42 Model Sortino 1.69 2.1

Relative Ratios

Alpha % Beta Tracking Error % Information Ratio Up Capture % Down Capture %
17.20 0.85 10.91 1.49 103.89 92.32

Comparison

Top 10 Holdings

Industry Ind % Count Largest Weight Ticker Symbol Wgt%
Software 21.77% 23 CrowdStrike Holdings, Inc. CRWD 1.54%
Semiconductors & Semiconductor Equipment 9.45% 17 Marvell Technology, Inc. MRVL 1.61%
IT Services 7.58% 9 Twilio Inc. TWLO 1.70%
Inverse ETF 4.39% 4 AdvisorShares Ranger Eq. Bear ETF HDGE 1.62%
Aerospace & Defense 4.15% 11 Global X Defense Tech ETF SHLD 0.97%
Treasury Bills ETF 4.09% 1 SPDR Bloomberg 1-3 Month T-Bill ETF BIL 4.09%
Entertainment 3.69% 4 Live Nation Entertainment Inc. LYV 1.39%
Oil, Gas & Consumable Fuels 3.45% 7 S&P Oil & Gas Exploration & Prod. ETF XOP 1.27%
Actively Managed ETF 2.72% 7 ARK Fintech Innovation ETF ARKF 1.63%
Broadline Retail 2.65% 2 eBay Inc. EBAY 1.58%

• Portfolio is actively managed using AI models targeting higher active return with lower volatility compared to SPY.

• Following GIPS guidelines on transparency, the ratios calculation methodology is fully disclosed here.. open_in_new

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