PopQuants Apex
$3,650.07
+265.01% total
CAGR
+21.09%
Max DD
-34.10%
Sharpe
0.82
Volatility
29.84%
ETF strategy monitor
ETF Fundflow Portfolio
Local synced files
Oct 09, 2026
Generated Oct 11, 2026, 11:30 PM UTC
Headline performance
Strategy comparison
Initial capital: $1,000 per series.
PopQuants Core
$2,231.14
+123.11% total
CAGR
+12.59%
Max DD
-33.18%
Sharpe
0.66
Volatility
22.57%
S&P 500
$2,382.47
+138.25% total
CAGR
+13.69%
Max DD
-34.10%
Sharpe
0.75
Volatility
20.52%
Nasdaq
$3,458.23
+245.82% total
CAGR
+20.13%
Max DD
-35.64%
Sharpe
0.88
Volatility
25.40%
Risk and return
Annualized risk-return map
Higher returns and lower volatility indicate a more efficient position.
Growth of capital
Equity curve
Growth of $1,000, recalculated from the start of the selected period.
Pyfolio-style analysis
Tear sheet metrics
Return, risk, and downside statistics over the full sample.
| Metric | PopQuants Apex | PopQuants Core | S&P 500 | Nasdaq |
|---|---|---|---|---|
| Total return | +265.01% | +123.11% | +138.25% | +245.82% |
| CAGR / annual return | +21.09% | +12.59% | +13.69% | +20.13% |
| Annual volatility | 29.84% | 22.57% | 20.52% | 25.40% |
| Sharpe | 0.82 | 0.66 | 0.75 | 0.88 |
| Sortino | 1.05 | 0.77 | 0.94 | 1.18 |
| Omega | 1.18 | 1.14 | 1.15 | 1.17 |
| Calmar | 0.62 | 0.38 | 0.40 | 0.56 |
| Max drawdown | -34.10% | -33.18% | -34.10% | -35.64% |
| Tail ratio | 1.01 | 1.07 | 0.99 | 0.94 |
| Daily VaR 5% | -2.47% | -1.91% | -1.76% | -2.48% |
| Best day | +15.13% | +9.41% | +9.51% | +12.02% |
| Worst day | -13.35% | -12.08% | -11.92% | -12.17% |
| Positive day ratio | 52.47% | 54.24% | 54.42% | 56.19% |
Risk path
Drawdown
Decline from each series' running peak.
Return distribution
Monthly returns
Calendar return heatmap; YTD is geometrically compounded.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -0.89% | -8.21% | -12.79% | +12.80% | +4.74% | +1.52% | +5.11% | +7.19% | -4.21% | -2.66% | +10.95% | +2.75% | +13.95% |
| 2021 | +1.02% | -0.01% | +2.47% | +6.85% | -1.07% | +5.71% | +4.34% | +4.87% | -14.13% | +19.21% | +35.16% | +5.48% | +84.70% |
| 2022 | -7.53% | -1.16% | +3.38% | -8.72% | +0.17% | -8.62% | +8.08% | -3.95% | -9.63% | +7.93% | +5.46% | -6.07% | -20.82% |
| 2023 | +6.71% | -2.44% | +3.24% | +1.56% | +0.43% | +6.19% | +3.08% | -1.59% | -5.13% | -2.10% | +9.13% | +4.40% | +24.94% |
| 2024 | +2.25% | +5.33% | +2.77% | -3.98% | +4.94% | +3.24% | +6.86% | -0.83% | +1.52% | -0.71% | +8.80% | -7.66% | +23.56% |
| 2025 | +2.12% | +2.50% | -2.08% | -7.56% | +1.47% | +1.12% | +2.35% | +2.03% | +3.35% | +2.07% | -0.03% | +1.05% | +8.19% |
| 2026 | -0.28% | -3.56% | -8.11% | +25.04% | +19.80% | -4.16% | -3.77% | +3.71% | +2.05% | +1.50% | — | — | +31.14% |