Reports

Each report covers one finished calendar period. Returns are adjusted for deposits and withdrawals and include unrealised results on open positions. Drawdown is shown from the start; volatility, Sharpe, Sortino and Calmar appear once 90 days of history exist, because shorter samples say little.

Every report has downloads (CSV, JSON and Excel), all in percent. Reports are published after the period has finished. For a quick overview see Performance, for benchmark comparisons see Compare, and for the definitions see How we measure.