Performance
--%
vs SPY +12% (Alpha)
Win Rate
--%
Winning Trades (>55% obj)
Profit Factor
--
Gains / Losses (>1.5 excellent)
Max Drawdown
--%
Worst Drop (Risk Control)
Performance Curve (%)
Normalized (Base 0%)
Best Trades
Max Gain
--
Max Loss
--
Current Balance
--
Updated: Dec 22 2025 • FX Impact Inc
🕸️ Tactical Allocation
Dynamic risk distribution by asset class.
Regional Exposure
⏳ Time Exposure
Historical average time allocated per asset class.
🚀 Benchmark Comparison
Relative performance adjusted to volatility.
Comparative Drawdown (Stress Test)
Depth of drawdown comparison between Portfolio and major indices.
Risk / Reward Trade-off
Portfolio positioning vs classic assets.
Monthly Performance
| Year | Total | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
📚 Understanding Your Metrics (Expert)
Sharpe Ratio
Return obtained for each unit of risk.
--
- 🏦 Market Standard: 0.5 - 1.0
- 🏆 Hedge Funds Top Tier: > 1.5
- --
Max Drawdown (DD)
Worst historical drop from peak to trough.
--
- ⚠️ Danger Zone: > -20%
- 🛡️ Conservative Standard: < -15%
- --
VaR (Value at Risk) 95%
Max expected loss over 1 day (95% confidence).
--
If VaR = -2%, it means 19 out of 20 days, loss will not exceed 2%.
Win Rate
% of winning trades.
--
- 🎲 Casino: < 50%
- 👑 Pro: 55% - 60%
- --
⚡ Sensitivity & Delta by Asset Class
| Class | Sector | Proxy / ETF | Delta (Est.) | Risk | Allocation |
|---|---|---|---|---|---|
| Crypto | Blockchain | BTC, ETH | 3.5 (Explosive) | 🔥🔥 High | --% |
| Equity | Tech / AI | QQQ, NVDA | 1.8 (Aggressive) | 🔥 Med-High | --% |
| Commodities | Gold / Silver | GLD, SLV | 0.8 (Independent) | 🛡️ Defensive | --% |
| Cash | Liquidity | BIL, SHV | 0.0 (Neutral) | ✅ Risk-Free | --% |