Portfolio Analytics
Total AUM
$48.2M
▲ +3.4% (24h)
Daily Volume
$6.9M
▲ +11.2%
Max Drawdown
−7.8%
▼ widening
Sharpe Ratio
1.92
▲ 0.08 this month
AUM vs Benchmark — 90 Days
Allocation
Strategy Returns (MTD %)
| Strategy | Return | Volatility | Status |
|---|---|---|---|
| Momentum Core | +6.4% | 11.2% | Active |
| Market Neutral | +2.1% | 4.8% | Active |
| Yield Carry | +0.3% | 6.5% | Watch |
| Vol Arbitrage | −1.7% | 9.4% | De-risking |