Ridge
ridgeridge· 2026-05-25
Net equity
Snapshot
Cum return
-11.89%
Ann ret
-2.12%
Sharpe
-0.27
Sortino
-0.33
Max DD
-44.34%
Turnover
0.56
Vs benchmark (SPY)
Beta
0.09
IR
-0.77
Alpha anual
-2.57%
Hit rate vs SPY
31.0%
Drawdown
Returns mensuales
net return por rebalanceoHeatmap mensual
net return · totales anuales compuestos| año | E | F | M | A | M | J | J | A | S | O | N | D | total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 1.7 | 8.1 | -0.9 | 3.8 | 1.8 | 0.3 | 2.4 | 3.8 | -1.1 | -4.9 | -2.1 | -0.9 | 12.0% |
| 2021 | -10.8 | 0.3 | 3.1 | -2.0 | 2.8 | 8.0 | 1.6 | -10.2 | -0.5 | 6.5 | -0.2 | -12.5 | -15.2% |
| 2022 | -7.8 | -3.9 | -3.2 | -9.4 | 3.5 | 6.4 | -6.7 | -3.1 | -7.0 | 5.2 | 0.1 | 7.8 | -18.3% |
| 2023 | -1.8 | 3.1 | -3.1 | 1.4 | -1.6 | 2.3 | 0.4 | 0.1 | 0.1 | 0.3 | 1.9 | -0.7 | 2.3% |
| 2024 | 3.5 | -0.8 | 0.8 | 3.7 | 0.0 | 1.1 | -1.4 | 0.3 | -2.1 | -1.2 | -1.0 | -1.9 | 0.8% |
| 2025 | 0.7 | -0.6 | 3.1 | 2.9 | 3.4 | -0.9 | 0.9 | 2.9 | 3.2 | -6.5 | 1.1 | — | 10.2% |
−13%+13%
Contribución long vs short
descomposición del net returnLong book
2025-11-28| # | Ticker | Sector | Score | Peso | Ret 63d |
|---|---|---|---|---|---|
| 1 | FICO | Technology | 0.160 | 3.33% | -7.09% |
| 2 | IBKR | Financial Services | 0.157 | 3.33% | 5.81% |
| 3 | MA | Financial Services | 0.143 | 3.33% | 3.52% |
| 4 | MSCI | Financial Services | 0.141 | 3.33% | 1.00% |
| 5 | NTAP | Technology | 0.140 | 3.33% | -4.70% |
| 6 | AAPL | Technology | 0.133 | 3.33% | -4.27% |
| 7 | OTIS | Industrials | 0.127 | 3.33% | 0.22% |
| 8 | FIS | Technology | 0.127 | 3.33% | -0.28% |
| 9 | ON | Technology | 0.122 | 3.33% | 12.43% |
| 10 | MCHP | Technology | 0.120 | 3.33% | 21.72% |
| 11 | ANET | Technology | 0.117 | 3.33% | 4.29% |
| 12 | NVDA | Technology | 0.116 | 3.33% | 4.97% |
| 13 | KKR | Financial Services | 0.112 | 3.33% | 5.50% |
| 14 | LII | Industrials | 0.107 | 3.33% | 2.20% |
| 15 | COF | Financial Services | 0.107 | 3.33% | 12.50% |
Short book
2025-11-28| # | Ticker | Sector | Score | Peso | Ret 63d |
|---|---|---|---|---|---|
| 1 | CTRA | Unknown | -0.112 | -3.33% | -1.31% |
| 2 | MDLZ | Consumer Defensive | -0.104 | -3.33% | -3.99% |
| 3 | KR | Consumer Defensive | -0.104 | -3.33% | -6.79% |
| 4 | T | Communication Services | -0.099 | -3.33% | -4.76% |
| 5 | DG | Consumer Defensive | -0.097 | -3.33% | 25.14% |
| 6 | NEM | Basic Materials | -0.095 | -3.33% | 10.24% |
| 7 | EQT | Energy | -0.094 | -3.33% | -11.66% |
| 8 | WMT | Consumer Defensive | -0.093 | -3.33% | 1.31% |
| 9 | KDP | Consumer Defensive | -0.093 | -3.33% | -0.76% |
| 10 | TTWO | Communication Services | -0.093 | -3.33% | 0.91% |
| 11 | KO | Consumer Defensive | -0.091 | -3.33% | -3.93% |
| 12 | HRL | Consumer Defensive | -0.090 | -3.33% | 0.40% |
| 13 | EL | Consumer Defensive | -0.088 | -3.33% | 12.73% |
| 14 | DASH | Communication Services | -0.088 | -3.33% | 6.91% |
| 15 | MOS | Basic Materials | -0.086 | -3.33% | 1.15% |
Resumen backtest
periodos71
start2020-01-31
end2025-11-28
vol anual14.55%
downside dev11.58%
hit rate56.3%
gross weight1.00
missing prices0
benchmarkSPY
bench sharpe0.72
tracking error21.88%
correlation0.12