Track Record & Performance

Backtested results spanning 10+ years, demonstrating consistent alpha generation across market cycles.

Annual Return (APY)
+24.5%
Sharpe Ratio
1.8
Max Drawdown
-18.3%
Win Rate
64%

Backtest Period: 2013-2023

10-Year Historical Simulation

Cumulative Returns vs. Benchmark

Speculorix Portfolio
S&P 500 (SPY)
500% 400% 300% 200% 100% 0% 2013 2015 2017 2019 2021 2023
Speculorix Final Value
$498,200
from $100,000 initial
S&P 500 Final Value
$312,500
from $100,000 initial

Year-by-Year Returns

Year Speculorix S&P 500 Alpha
2023 +28.4% +24.2% +4.2%
2022 -12.1% -18.1% +6.0%
2021 +31.7% +26.9% +4.8%
2020 +24.6% +16.3% +8.3%
2019 +35.2% +28.9% +6.3%
2018 -2.8% -6.2% +3.4%
2017 +28.9% +19.4% +9.5%
2016 +18.5% +9.5% +9.0%
2015 +4.3% -0.7% +5.0%
2014 +19.2% +11.4% +7.8%
2013 +42.1% +29.6% +12.5%

Risk-Adjusted Performance

Alpha is only part of the story—managing risk is equally critical.

Volatility (Annualized)

16.2%

vs. 15.4% for S&P 500

Sortino Ratio

2.3

Downside-focused risk measure

Calmar Ratio

1.34

Return / Max Drawdown

Important Disclaimers

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