Unravel

Recent Performance

Compare portfolio performance across different timeframes

Select portfolios to view performance comparison

spectra Portfolios

3 variants

Spectra

Universe: 20
Sharpe: 0.98Vol: 19.4%DD: -5.4%

Spectra

Universe: 30
Sharpe: -0.31Vol: 17.0%DD: -3.9%

Spectra

Universe: 40
Sharpe: 0.23Vol: 19.3%DD: -6.6%

spectra_adaptive Portfolios

3 variants

Spectra Adaptive

Universe: 20
Sharpe: 5.49Vol: 2.2%DD: -0.3%

Spectra Adaptive

Universe: 30
Sharpe: 1.15Vol: 1.4%DD: -0.3%

Spectra Adaptive

Universe: 40
Sharpe: -2.06Vol: 1.5%DD: -0.5%

Quarta Portfolios

3 variants

Quarta

Universe: 20
Sharpe: 2.61Vol: 20.6%DD: -4.7%

Quarta

Universe: 30
Sharpe: -0.23Vol: 22.1%DD: -3.9%

Quarta

Universe: 40
Sharpe: 0.58Vol: 17.4%DD: -4.6%

quarta_adaptive Portfolios

3 variants

Quarta Adaptive

Universe: 20
Sharpe: 1.68Vol: 1.8%DD: -0.4%

Quarta Adaptive

Universe: 30
Sharpe: 0.02Vol: 1.5%DD: -0.5%

Quarta Adaptive

Universe: 40
Sharpe: -4.81Vol: 1.2%DD: -0.6%

Foundational Portfolios

3 variants

Foundational Factors

Universe: 20
Sharpe: 2.74Vol: 16.8%DD: -2.9%

Foundational Factors

Universe: 30
Sharpe: 1.04Vol: 20.7%DD: -3.7%

Foundational Factors

Universe: 40
Sharpe: 2.79Vol: 24.5%DD: -3.4%

foundational_adaptive Portfolios

3 variants

Foundational Adaptive

Universe: 20
Sharpe: 2.83Vol: 1.6%DD: -0.2%

Foundational Adaptive

Universe: 30
Sharpe: 0.87Vol: 1.5%DD: -0.2%

Foundational Adaptive

Universe: 40
Sharpe: 2.71Vol: 1.7%DD: -0.2%

margin_risk Portfolios

3 variants

Margin Risk

Universe: 20
Sharpe: 1.78Vol: 24.2%DD: -6.3%

Margin Risk

Universe: 30
Sharpe: -0.75Vol: 22.7%DD: -6.3%

Margin Risk

Universe: 40
Sharpe: -0.51Vol: 20.9%DD: -5.3%

retail_flow Portfolios

3 variants

Retail Flow

Universe: 20
Sharpe: -1.23Vol: 27.3%DD: -6.1%

Retail Flow

Universe: 30
Sharpe: 0.85Vol: 36.3%DD: -7.3%

Retail Flow

Universe: 40
Sharpe: -0.47Vol: 35.4%DD: -9.0%

altair Portfolios

3 variants

Altair

Universe: 20
Sharpe: -1.31Vol: 23.4%DD: -4.9%

Altair

Universe: 30
Sharpe: 0.56Vol: 22.4%DD: -4.2%

Altair

Universe: 40
Sharpe: 0.54Vol: 20.6%DD: -3.7%

relative_illiquidity Portfolios

3 variants

Relative Illiquidity

Universe: 20
Sharpe: 5.00Vol: 16.7%DD: -4.6%

Relative Illiquidity

Universe: 30
Sharpe: 1.59Vol: 16.5%DD: -2.5%

Relative Illiquidity

Universe: 40
Sharpe: 1.30Vol: 16.1%DD: -2.4%

supply_velocity Portfolios

3 variants

Supply Velocity

Universe: 20
Sharpe: 4.03Vol: 26.0%DD: -3.1%

Supply Velocity

Universe: 30
Sharpe: 2.58Vol: 19.9%DD: -2.7%

Supply Velocity

Universe: 40
Sharpe: 4.16Vol: 20.3%DD: -2.7%

momentum_enhanced Portfolios

3 variants

Enhanced Momentum

Universe: 20
Sharpe: 2.67Vol: 25.8%DD: -4.8%

Enhanced Momentum

Universe: 30
Sharpe: 1.57Vol: 25.5%DD: -7.7%

Enhanced Momentum

Universe: 40
Sharpe: 1.68Vol: 30.1%DD: -8.8%

trend_longonly_adaptive Portfolios

3 variants

Trend Consensus Adaptive (Long-Only)

Universe: 20
Sharpe: -2.02Vol: 2.4%DD: -0.7%

Trend Consensus Adaptive (Long-Only)

Universe: 30
Sharpe: -0.82Vol: 3.2%DD: -0.6%

Trend Consensus Adaptive (Long-Only)

Universe: 40
Sharpe: -3.07Vol: 4.8%DD: -1.6%

carry_enhanced Portfolios

3 variants

Enhanced Carry

Universe: 20
Sharpe: -0.47Vol: 22.5%DD: -4.8%

Enhanced Carry

Universe: 30
Sharpe: -0.10Vol: 24.0%DD: -4.7%

Enhanced Carry

Universe: 40
Sharpe: -0.42Vol: 24.0%DD: -4.0%

instantaneous_volatility Portfolios

3 variants

Instantaneous Volatility

Universe: 20
Sharpe: -1.92Vol: 25.8%DD: -7.4%

Instantaneous Volatility

Universe: 30
Sharpe: -2.74Vol: 27.1%DD: -7.6%

Instantaneous Volatility

Universe: 40
Sharpe: -5.09Vol: 24.7%DD: -10.9%

open_interest_divergence Portfolios

3 variants

Open Interest Divergence

Universe: 20
Sharpe: 5.19Vol: 18.7%DD: -5.9%

Open Interest Divergence

Universe: 30
Sharpe: -0.10Vol: 20.5%DD: -4.3%

Open Interest Divergence

Universe: 40
Sharpe: 0.09Vol: 19.2%DD: -3.5%

Momentum Portfolios

3 variants

Momentum

Universe: 20
Sharpe: 3.26Vol: 22.2%DD: -2.4%

Momentum

Universe: 30
Sharpe: 3.21Vol: 22.0%DD: -4.5%

Momentum

Universe: 40
Sharpe: 4.12Vol: 22.6%DD: -2.8%

carry Portfolios

3 variants

Carry (Deprecated)

Universe: 20
Sharpe: 0.19Vol: 26.1%DD: -4.5%

Carry (Deprecated)

Universe: 30
Sharpe: -1.14Vol: 27.8%DD: -6.5%

Carry (Deprecated)

Universe: 40
Sharpe: -1.48Vol: 26.9%DD: -5.5%