Annualized Return : 17.9%
Sharpe Ratio : 1.27
Sortino Ratio : 2.67
Max DD : -11.4%
Volatility : 10.5%
In October 2023, we want to update you on our current investment strategy. We've been maintaining an 80% cash position over the past few months, a decision you can verify by visiting our Twitter account.
Our approach involves rebalancing on a monthly basis, steering clear of shorter time frames that often resemble gambling. We're integrating the returns generated by our proprietary system, compounding our gains with the alpha it produces.
Watch this space. We will bark when it time to allocate 100%.
Those who said don't time the market are those without the Alpha.