1.7 KiB
1.7 KiB
| 1 | symbol | asset_class | v11_cagr | v12_cagr | cagr_delta_pp | v11_mdd | v12_mdd | mdd_improvement_pp | v11_calmar | v12_calmar | v11_turnover | v12_turnover | turnover_reduction_pct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | AAMRQ | distressed_stock | 4.860754491653322 | 1.0947482978641734 | -376.6006193789148 | -0.5819134647996278 | -0.4260527498444858 | 15.586071495514197 | 8.353053822748441 | 2.569513512737024 | 7.711412268188303 | 2.344686162624821 | 69.59459459459461 |
| 3 | AAPL | large_quality_stock | 0.1840969086003565 | 0.1921417327246899 | 0.8044824124333411 | -0.4664865948339241 | -0.3522678140654937 | 11.42187807684304 | 0.3946456567865529 | 0.5454422034962494 | 9.584168329532496 | 1.5748022377423032 | 83.56871265616512 |
| 4 | AIG | cyclical_stock | -0.0118709170139268 | 0.0061937805102099 | 1.8064697524136701 | -0.7045487697414243 | -0.6378864582068315 | 6.666231153459279 | -0.0168489642218573 | 0.0097098479369217 | 15.990099415621437 | 1.1244868871151654 | 92.96760540452547 |
| 5 | AMZN | large_quality_stock | 0.1886762192704028 | 0.2087011993832612 | 2.0024980112858417 | -0.4516668297936334 | -0.3633973587771106 | 8.826947101652276 | 0.4177331759266204 | 0.5743057684446955 | 10.23751603477765 | 1.684127351767389 | 83.54945334350369 |
| 6 | NVDA | high_vol_stock | 0.3610675240417549 | 0.2992022662006965 | -6.186525784105839 | -0.5398427431819761 | -0.4866480911146505 | 5.31946520673256 | 0.6688383396867156 | 0.6148226442548745 | 11.375017816419613 | 1.671112457240593 | 85.30892448512586 |
| 7 | SPY | broad_index_etf | 0.0598001864423842 | 0.0548039903218087 | -0.49961961205754957 | -0.3034207595525803 | -0.3519488341836118 | -4.852807463103148 | 0.1970866678027064 | 0.1557157887706411 | 9.70390535917902 | 1.2910775370581526 | 86.69527896995707 |
| 8 | TSLA | high_vol_stock | 0.2692052224182522 | 0.2588239207339742 | -1.0381301684277977 | -0.6049127954541017 | -0.4756393872708508 | 12.927340818325089 | 0.4450314565030198 | 0.5441599826689458 | 13.425783562597944 | 1.7712367229670904 | 86.80720037896731 |