Strategie
Strategie
W tabeli poniżej znajdziesz wszystkie strategie, które śledzę na blogu. Wyniki strategii oparte są o dane od stycznia 2000 roku do ostatniego pełnego miesiąca bieżącego roku. Dane aktualizowane są na początku każdego miesiąca. Tabelę można dowolnie sortować używając strzałek przy nazwie kolumny. Kliknij na interesującą cię strategię aby zobaczyć szczegółowe statystyki.
Szczegółowe statystyki wszystkich strategii dostępne są tylko dla subskrybentów Premium po zalogowaniu.
| Nr | Nazwa | Roczna stopa zwrotu | Max Drawdown | Sharpe Ratio | UPI |
|---|---|---|---|---|---|
| 1 | All Weather | 7,06% | -16,92% | 0,85 | 1,82 |
| 2 | GPM-1 | 10,03% | -9,69% | 0,99 | 2,98 |
| 3 | PAA-1 | 10,64% | -6,87% | 1,15 | 4,02 |
| 4 | VAA-G12-T5-B4 | 9,42% | -12,47% | 0,94 | 2,66 |
| 5 | GEM | 9,13% | -19,70% | 0,64 | 1,01 |
| 6 | GFM-3 | 17,29% | -14,34% | 1,11 | 3,26 |
| 7 | GFM-4 | 16,85% | -14,34% | 1,14 | 3,34 |
| 8 | GFM-5 | 16,34% | -14,34% | 1,14 | 3,59 |
| 9 | GFM-L2-3 | 21,46% | -25,68% | 1,04 | 2,38 |
| 10 | GFM-L2-4 | 21,41% | -17,73% | 1,13 | 3,21 |
| 11 | GFM-L2-5 | 19,25% | -16,62% | 1,10 | 3,14 |
| 12 | GPM-0 | 10,24% | -9,69% | 0,97 | 2,78 |
| 13 | GPM-2 | 9,04% | -9,69% | 0,93 | 2,73 |
| 14 | AGG6 | 10,49% | -8,97% | 1,09 | 3,32 |
| 15 | AGG3 | 10,88% | -13,42% | 0,85 | 1,79 |
| 16 | GTAA12 | 8,08% | -13,30% | 0,94 | 2,13 |
| 17 | GTAA5 | 8,04% | -13,42% | 0,96 | 2,14 |
| 18 | PAA-0 | 10,77% | -7,75% | 1,12 | 3,70 |
| 19 | PAA-2 | 10,02% | -6,39% | 1,11 | 3,96 |
| 20 | VAA-G12-T2-B4 | 11,34% | -17,37% | 0,93 | 2,12 |
| 21 | VAA-G4-T2-B1 | 13,88% | -8,56% | 1,28 | 4,83 |
| 22 | VAA-G4-T1-B1 | 15,76% | -8,54% | 1,24 | 4,46 |
| 23 | DAA-G12-T6-B2 | 11,91% | -12,34% | 1,13 | 3,43 |
| 24 | DAA-G12-T2-B1 | 12,23% | -21,74% | 0,92 | 1,81 |
| 25 | DAA-G12-T6-B1 | 11,66% | -14,77% | 1,13 | 3,43 |
| 26 | DAA-G4-T3-B1 | 13,13% | -12,51% | 1,25 | 3,15 |
| 27 | DAA-G4-T2-B1 | 13,87% | -12,37% | 1,20 | 3,16 |
| 28 | DAA-G4-T1-B1 | 15,59% | -20,12% | 1,08 | 2,31 |
| 29 | L2-DAA-G12-T6-B2 | 15,43% | -20,14% | 1,03 | 2,21 |
| 30 | L2-DAA-G12-T2-B1 | 21,24% | -31,66% | 1,10 | 2,40 |
| 31 | L2-DAA-G12-T6-B1 | 15,72% | -17,52% | 1,14 | 3,16 |
| 32 | L2-DAA-G4-T3-B1 | 16,40% | -22,04% | 1,11 | 2,24 |
| 33 | L2-DAA-G4-T2-B1 | 16,71% | -19,06% | 1,08 | 2,26 |
| 34 | L2-DAA-G4-T1-B1 | 18,65% | -27,16% | 1,00 | 1,58 |
| 35 | L3-DAA-G12-T6-B2 | 19,80% | -24,76% | 0,98 | 2,13 |
| 36 | L3-DAA-G12-T2-B1 | 26,42% | -31,89% | 0,93 | 2,50 |
| 37 | L3-DAA-G12-T6-B1 | 20,77% | -21,01% | 1,15 | 3,48 |
| 38 | L3-DAA-G4-T3-B1 | 18,57% | -27,82% | 1,08 | 1,94 |
| 39 | L3-DAA-G4-T2-B1 | 19,89% | -23,83% | 1,09 | 2,29 |
| 40 | L3-DAA-G4-T1-B1 | 22,28% | -33,53% | 0,97 | 1,61 |
| 41 | The One | 18,99% | -14,40% | 1,23 | 3,85 |
| 42 | The One Lev | 21,80% | -16,90% | 1,23 | 3,66 |
| 43 | The One Lev 2 | 31,27% | -23,70% | 1,22 | 3,76 |
| 44 | Portfel ID-Deffensive | 13,88% | -10,22% | 1,29 | 4,68 |
| 45 | Portfel ID-Standard | 16,75% | -12,79% | 1,23 | 3,74 |
| 46 | Portfel ID-Offensive | 16,31% | -14,16% | 1,20 | 3,82 |
| 47 | Portfel ID-Aggressive | 18,21% | -16,79% | 1,18 | 3,53 |
| 48 | Portfel ID-Extreme | 28,14% | -18,81% | 1,37 | 4,45 |
| 49 | Portfel ID-Crazy | 29,44% | -21,24% | 1,34 | 4,05 |
| 50 | Portfel ID-Classic | 18,14% | -14,36% | 1,27 | 4,58 |