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QUANTITATIVE ANALYSIS

Performance Metrics

Institutional standards for performance evaluation. Verifiable calculations in our AMD SEV-SNP enclave.

Risk-Adjusted Returns

Sharpe Ratio

Essential
(R - Rf) / σ

Risk-adjusted return relative to volatility. The industry standard for comparing strategies.

Sortino Ratio

Essential
(R - T) / σd

Like Sharpe, but only penalizes downside volatility. Better for asymmetric return profiles.

Calmar Ratio

CAGR / MaxDD

Annual return divided by maximum drawdown. Measures return per unit of tail risk.

Information Ratio

(R - Rb) / TE

Active return relative to tracking error against benchmark.

Risk Metrics

Maximum Drawdown

Essential
(Peak - Trough) / Peak

Largest peak-to-trough decline. Critical for understanding worst-case scenarios.

Volatility (σ)

Essential
σ × √252

Annualized standard deviation of returns. Measures dispersion of outcomes.

Value at Risk (VaR)

μ - 1.65σ

Maximum expected loss at 95% confidence. Regulatory standard for risk management.

Beta (β)

Cov(R,Rm) / Var(Rm)

Sensitivity to market movements. Beta of 1 = market exposure.

Performance Metrics

Total Return

Essential
(Vf - Vi) / Vi

Cumulative return over the entire track record period.

CAGR

Essential
(Vf/Vi)^(1/n) - 1

Compound Annual Growth Rate. Annualized return accounting for compounding.

Win Rate

Wins / Total

Percentage of profitable trading days or periods.

Profit Factor

ΣProfits / ΣLosses

Ratio of gross profits to gross losses. Above 1.5 is generally considered good.

How it works

1

API Connection

Connect your exchanges via secure read-only API.

2

Enclave Calculation

All metrics are computed inside our AMD SEV-SNP enclave.

3

Certified Report

Get a cryptographically verifiable report.

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All these metrics are automatically included in your report.