BNAV | Amplify Fairlead Tactical Bitcoin Stock Data, Price & News

Backtest Start Date

CAGR (Total)

Return (30d)

Return (1Y)

• Alpha

  Measures a portfolio's risk-adjusted performance against that of its benchmark

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• Annual Standard Deviation

  Measures how much the portfolio's total return varies from its mean or average.

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• Annual Volatility

  A statistical measure of the dispersion of returns for the portfolio.

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• Average Win

  The average return (%) for trades that resulted in a positive return.

• Average Loss

  The average return (%) for trades that resulted in a negative return.

• Beta

  A measure of the volatility of the portfolio compared to the market as a whole.

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• CAGR

  CAGR (Compounded Annual Growth Rate), is the historical annualized rate of return for an investment strategy, throughout the backtest period.

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• Information Ratio

  A measurement of portfolio returns beyond the returns of its benchmark compared to the volatility of those returns.

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• Max Drawdown

  the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained.

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• Sharpe Ratio

  The Sharpe Ratio is a measure of historical risk-adjusted return, which quantifies the amount of return that an investor received per unit of risk.

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• Total Trades

  The total number of trades made by this strategy.

• Treynor Ratio

  Attempts to measure how successful an investment is in providing compensation to investors for taking on investment risk.

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• Win Rate

  The percentage of total trades that resulted in a positive return.