qubit

Correlation Matrix

	Econometric	Technical	RV
Econometric	100.0%
Technical		100.0%
RV			100.0%

Portfolio Stats

	Total	Econometric	Technical	RV
Returns
Volatility
Sharpe
Ret/Max DD
Avg DD
Max DD
Max DD @

Correlation Matrix

	Econometric				Technical				Relative Value
	growth	yield	fear	inflation	carry	trend	sentiment	reversion	Carry	value	seasonal	dispersion
growth	100.0%
yield		100.0%
fear			100.0%
inflation				100.0%
carry					100.0%
trend						100.0%
sentiment							100.0%
reversion								100.0%
carry									100.0%
value										100.0%
seasonal											100.0%
dispersion												100.0%

econometric stats

	total	growth	yield	fear	inflation
Returns
Volatility
Sharpe
Ret/Max DD
Avg DD
Max DD
Max DD @

technical stats

	total	carry	trend	sentiment	reversion
Returns
Volatility
Sharpe
Ret/Max DD
Avg DD
Max DD
Max DD @

relative value stats

	total	carry	value	dispersion	seasonal
Returns
Volatility
Sharpe
Ret/Max DD
Avg DD
Max DD
Max DD @

Total Return Annualized Volatility

START DATE:

END DATE:

Factor Stats

	Asset	Equity	Bond	Commodity	Currency	Total	Annualized Volatility
Econometric	Growth
	Yield
	Fear
	Inflation
	Total
Technical	Carry
	Trend
	Sentiment
	Mean Reversion
	Total
Relative Value	Carry Momentum
	Value
	Seasonal
	Dispersion
	Total
Grand Total

	Asset	Equity	Bond	Commodity	Currency	Total	Total Return
Econometric	Growth
	Yield
	Fear
	Inflation
	Total
Technical	Carry
	Trend
	Sentiment
	Mean Reversion
	Total
Relative Value	Carry Momentum
	Value
	Seasonal
	Dispersion
	Total
Grand Total