Performance metrics
Hypothetical benchmark performance vs SPY · 2020-02-02 to 2026-02-19. Plus held-out forward validation.
Backtest CAGR
108.3%
Sharpe Ratio
2.84
Max Drawdown
-36.6%
Total Return
18,705%
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 Max |
|---|---|---|
| CAGR | 14.9% | 108.3% |
| Sharpe Ratio | 0.6 | 2.84 |
| Sortino Ratio | 0.85 | 3.63 |
| Calmar Ratio | 0.44 | 2.96 |
| Max Drawdown | -33.68% | -36.6% |
| Annualized Volatility | 20.66% | 36.9% |
| Total Cumulative Return | 131% | 18,705% |
| Monthly Win Rate | 64.38% | 79.7% |
| 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
143.9%
Forward Sharpe
3
Forward Max DD
-24.0%
Forward Volatility
46.7%
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.