Mini-Cypress v1.5.2 Last 10Y Performance
Window: 2016-05-16 to 2026-05-15
Final NAV: 4.483x
Total return: 348.3%
Annualized return: 16.86%
Volatility: 20.16%
Sharpe: 0.836
Max drawdown: -26.86%
MDD peak: 2017-11-21
MDD trough: 2019-06-06
Calmar: 0.627
Annual returns
| year | return | mdd | year_end_nav_norm |
|---|---|---|---|
| 2016.0000 | -0.0270 | -0.0557 | 0.9730 |
| 2017.0000 | 0.2802 | -0.1158 | 1.2536 |
| 2018.0000 | -0.1076 | -0.1750 | 1.1234 |
| 2019.0000 | 0.0822 | -0.1522 | 1.2157 |
| 2020.0000 | 0.5588 | -0.1412 | 1.9171 |
| 2021.0000 | 0.2417 | -0.2266 | 2.4748 |
| 2022.0000 | -0.0078 | -0.0078 | 2.4486 |
| 2023.0000 | -0.0795 | -0.0878 | 2.2539 |
| 2024.0000 | 0.0513 | -0.0952 | 2.3696 |
| 2025.0000 | 0.4040 | -0.1850 | 3.2848 |
| 2026.0000 | 0.3382 | -0.0742 | 4.4827 |