Performance metrics
Hypothetical benchmark performance vs SPY · 2020-02-02 to 2026-02-19. Plus held-out forward validation.
Backtest CAGR
38.0%
Sharpe Ratio
1.81
Max Drawdown
-14.7%
Total Return
898%
Portfolio vs benchmark (Base 100)
Hypothetical growth of $100 base from 2020-02-02 to 2026-02-19. Benchmark: S&P 500 (SPY).
Full quantitative teardown
| Metric | S&P 500 (SPY) | QENTARI Alpha Balanced |
|---|---|---|
| CAGR | 14.9% | 38.0% |
| Sharpe Ratio | 0.6 | 1.81 |
| Sortino Ratio | 0.85 | 2.85 |
| Calmar Ratio | 0.44 | 2.59 |
| Max Drawdown | -33.68% | -14.7% |
| Annualized Volatility | 20.66% | 19.0% |
| Total Cumulative Return | 131% | 898% |
| Monthly Win Rate | 64.38% | 73.0% |
| Time in Market | 100% | 59% |
Held-Out Forward Window · 2026-02-19 → 2026-08-22
Out-of-sample forward validation
Simulated on post-backtest held-out window to confirm robustness and prevent overfitting.
Forward CAGR
53.6%
Forward Sharpe
1.78
Forward Max DD
-15.0%
Forward Volatility
28.0%
Institutional Diligence & Tearsheets
Complete trade-level execution history, daily fill telemetry, and customized sleeve allocations are available for qualified institutional allocators, single-family offices, and wealth managers. Contact our portfolio team via allocator intake.