SubPortafolio Sector Rotational
Portfolio Template · Created 03/10/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
64,92 %
Annualized Volatility
17,46 %
Sharpe
2,96
Max Drawdown
-9,10 %
Sortino
2,80
Diversification
82 %
VAMI Equity Curve
Active systems (8) · Total allocation: 15,6%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Fortune Falcon | VPU | 0,14 | 10,03% | 4,34 | 0,07% |
4,97% | |
| Fortune Falcon | IWM | 0,10 | 10,01% | 2,54 | 0,08% |
2,72% | |
| Fortune Falcon | SPY | 0,04 | 10,06% | 2,69 | 0,12% |
1,73% | |
| Fortune Falcon | VOX | 0,05 | 10,00% | 2,37 | 0,13% |
1,61% | |
| Fortune Falcon | XLV | 0,04 | 12,85% | 1,73 | 0,14% |
1,40% | |
| Fortune Falcon | VGT | 0,10 | 10,02% | 3,48 | 0,06% |
1,37% | |
| Fortune Falcon | VHT | -0,01 | 10,04% | 1,93 | 0,15% |
0,93% | |
| Fortune Falcon | XLK | 0,08 | 10,03% | 3,23 | 0,07% |
0,82% |
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