Global computational-value strategy · performance factsheet
As of 2026-07-02 Benchmark: MSCI ACWI · USD, FX-adjusted
⚠ Hypothetical backtest (2024-07-02 → 2026-07-02). This is a simulated track record, not a live or audited
record, and not indicative of future results. Live tracking of actual recommendations began 2026-06-26.
77.5%
Total return
31.8%
CAGR
19.1%
Benchmark CAGR (ACWI)
+12.8%
Excess CAGR
9.9%
Volatility (ann.)
2.39
Sharpe
2.91
Sortino
-11.1%
Max drawdown
2.88
Calmar
0.54
Information ratio
80%
% positive months
+8.2% / -4.4%
Best / worst month
Growth of 100 (FX-adjusted)
Drawdown
Monthly returns (%)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
+2.4
+2.2
+3.9
+1.6
+2.0
-0.4
+12.2%
2025
+3.7
+0.9
-0.4
-1.9
+8.2
+3.1
+3.6
+3.6
+2.3
+3.2
+3.3
+4.1
+38.9%
2026
+5.7
+2.2
-4.4
+6.8
+3.0
-1.0
+0.5
+13.0%
Strategy. A cross-market meta-model fuses per-index value + machine-learning signals into one
USD-normalised global book of ~250 names across 20 markets, sized by Kelly and FX-adjusted minimum-variance
optimisation, rebalanced on a value/fair-value signal.