← ABEL CAPITAL · DATA ROOM

Funding Signal

Systematic funding-rate harvesting driven by a proprietary funding signal.

Strategy Performance Report · 01 Jun 2024 – 30 Apr 2026

46.0%
Cumulative Return
21.9%
CAGR
7.4%
Annualized Vol
2.70
Sharpe Ratio
25.87
Sortino Ratio
52.10
Calmar Ratio
-0.4%
Max Drawdown
75.1%
Win Rate

Cumulative Return

-2%11%23%36%49%202420252026

Drawdown (underwater)

-0%-0%0%202420252026

Monthly Returns (%)

JanFebMarAprMayJunJulAugSepOctNovDecYear
2024+1.4+0.5+1.0+1.1+0.8+2.9+2.8+11.0
2025+1.4+0.5+0.8+2.0+1.3+1.1+4.4+2.1+1.7+10.8+0.5+0.4+30.0
2026+0.7+0.1+0.4+0.1+1.3

Risk Metrics

Daily VaR (95%)-0.07%
Daily VaR (99%)-0.23%
Daily CVaR (95%)-0.15%
Daily CVaR (99%)-0.29%
Omega Ratio (0)5.49
Gain / Pain Ratio4.49
Avg Winning Day0.09%
Avg Losing Day-0.05%

Period & Extremes

Best Day+10.00%
Worst Day-0.35%
Best Month+10.8%
Worst Month+0.1%
Month-to-Date+0.08%
Quarter-to-Date+0.1%
Year-to-Date+1.3%
Observations699 days

Rolling Risk-Adjusted Return

Rolling Sharpe LatestMeanMedian
30-day1.509.978.14
90-day3.758.237.65
365-day2.325.423.00

Worst Drawdowns

DepthStartedValleyRecoveredDays
-0.42%12 Aug 202416 Aug 202420 Aug 20248
-0.37%22 Sep 202424 Sep 202401 Oct 20249
-0.33%15 Oct 202416 Oct 202419 Oct 20244
-0.31%19 May 202522 May 202528 May 20259
-0.28%08 Sep 202409 Sep 202411 Sep 20243
-0.26%04 Apr 202507 Apr 202509 Apr 20255
-0.26%14 Apr 202515 Apr 202516 Apr 20252
-0.25%02 Aug 202403 Aug 202405 Aug 20243
-0.24%05 Jul 202411 Jul 202418 Jul 202413
-0.22%14 Jun 202415 Jun 202418 Jun 20244

Daily Returns Heatmap

2024
Jan
Feb
Mar
Apr
May
Jun2024-06-01: +0.00%2024-06-02: +0.04%2024-06-03: +0.06%2024-06-04: +0.10%2024-06-05: +0.05%2024-06-06: +0.05%2024-06-07: +0.10%2024-06-08: +0.07%2024-06-09: +0.03%2024-06-10: +0.06%2024-06-11: +0.25%2024-06-12: -0.20%2024-06-13: +0.05%2024-06-14: +0.27%2024-06-15: -0.22%2024-06-16: +0.14%2024-06-17: +0.06%2024-06-18: +0.05%2024-06-19: +0.11%2024-06-20: -0.01%2024-06-21: +0.09%2024-06-22: +0.00%2024-06-23: +0.14%2024-06-24: -0.11%2024-06-25: +0.02%2024-06-26: +0.05%2024-06-27: +0.08%2024-06-28: +0.16%2024-06-29: -0.09%2024-06-30: +0.03%
Jul2024-07-01: +0.02%2024-07-02: +0.11%2024-07-03: -0.04%2024-07-04: -0.01%2024-07-05: +0.27%2024-07-06: -0.20%2024-07-07: +0.02%2024-07-08: -0.03%2024-07-09: -0.02%2024-07-10: +0.02%2024-07-11: -0.03%2024-07-12: +0.05%2024-07-13: -0.04%2024-07-14: +0.13%2024-07-15: -0.02%2024-07-16: +0.11%2024-07-17: -0.03%2024-07-18: +0.08%2024-07-19: -0.15%2024-07-20: -0.02%2024-07-21: +0.05%2024-07-22: +0.03%2024-07-23: -0.06%2024-07-24: +0.08%2024-07-25: -0.03%2024-07-26: +0.07%2024-07-27: -0.05%2024-07-28: +0.13%2024-07-29: -0.05%2024-07-30: +0.08%2024-07-31: +0.03%
Aug2024-08-01: +0.01%2024-08-02: +0.02%2024-08-03: -0.25%2024-08-04: +0.16%2024-08-05: +0.19%2024-08-06: +0.04%2024-08-07: -0.18%2024-08-08: +0.15%2024-08-09: +0.02%2024-08-10: -0.05%2024-08-11: +0.10%2024-08-12: +0.18%2024-08-13: -0.10%2024-08-14: -0.05%2024-08-15: +0.07%2024-08-16: -0.35%2024-08-17: +0.33%2024-08-18: -0.05%2024-08-19: +0.06%2024-08-20: +0.13%2024-08-21: -0.06%2024-08-22: +0.19%2024-08-23: +0.12%2024-08-24: -0.01%2024-08-25: +0.04%2024-08-26: +0.17%2024-08-27: -0.06%2024-08-28: -0.02%2024-08-29: +0.06%2024-08-30: +0.17%2024-08-31: -0.08%
Sep2024-09-01: +0.02%2024-09-02: +0.03%2024-09-03: +0.03%2024-09-04: -0.01%2024-09-05: +0.05%2024-09-06: +0.05%2024-09-07: +0.04%2024-09-08: +0.03%2024-09-09: -0.28%2024-09-10: +0.28%2024-09-11: +0.09%2024-09-12: -0.01%2024-09-13: +0.14%2024-09-14: +0.05%2024-09-15: +0.03%2024-09-16: +0.05%2024-09-17: +0.05%2024-09-18: +0.12%2024-09-19: -0.02%2024-09-20: +0.04%2024-09-21: -0.04%2024-09-22: +0.43%2024-09-23: -0.32%2024-09-24: -0.05%2024-09-25: +0.04%2024-09-26: +0.08%2024-09-27: +0.08%2024-09-28: +0.07%2024-09-29: +0.07%2024-09-30: -0.01%
Oct2024-10-01: +0.09%2024-10-02: -0.01%2024-10-03: +0.04%2024-10-04: +0.11%2024-10-05: +0.01%2024-10-06: +0.10%2024-10-07: -0.05%2024-10-08: +0.02%2024-10-09: +0.00%2024-10-10: +0.04%2024-10-11: -0.01%2024-10-12: -0.06%2024-10-13: +0.01%2024-10-14: +0.10%2024-10-15: +0.01%2024-10-16: -0.33%2024-10-17: +0.32%2024-10-18: -0.00%2024-10-19: +0.05%2024-10-20: +0.07%2024-10-21: -0.01%2024-10-22: +0.04%2024-10-23: +0.05%2024-10-24: +0.07%2024-10-25: -0.00%2024-10-26: +0.00%2024-10-27: -0.06%2024-10-28: +0.05%2024-10-29: +0.05%2024-10-30: +0.05%2024-10-31: +0.02%
Nov2024-11-01: +0.05%2024-11-02: +0.05%2024-11-03: +0.02%2024-11-04: +0.11%2024-11-05: +0.06%2024-11-06: +0.00%2024-11-07: +0.04%2024-11-08: +0.01%2024-11-09: -0.08%2024-11-10: +0.03%2024-11-11: +0.43%2024-11-12: +0.18%2024-11-13: +0.26%2024-11-14: +0.18%2024-11-15: +0.21%2024-11-16: -0.03%2024-11-17: +0.14%2024-11-18: +0.02%2024-11-19: +0.23%2024-11-20: -0.04%2024-11-21: +0.35%2024-11-22: +0.11%2024-11-23: +0.07%2024-11-24: +0.03%2024-11-25: +0.09%2024-11-26: +0.15%2024-11-27: -0.13%2024-11-28: +0.06%2024-11-29: +0.14%2024-11-30: +0.10%
Dec2024-12-01: +0.06%2024-12-02: +0.13%2024-12-03: +0.07%2024-12-04: +0.16%2024-12-05: +0.14%2024-12-06: +0.11%2024-12-07: +0.01%2024-12-08: +0.13%2024-12-09: +0.27%2024-12-10: +0.15%2024-12-11: -0.00%2024-12-12: +0.05%2024-12-13: +0.13%2024-12-14: +0.12%2024-12-15: +0.05%2024-12-16: +0.04%2024-12-17: +0.11%2024-12-18: +0.05%2024-12-19: +0.06%2024-12-20: +0.09%2024-12-21: +0.08%2024-12-22: -0.01%2024-12-23: +0.11%2024-12-24: +0.20%2024-12-25: -0.12%2024-12-26: +0.19%2024-12-27: +0.08%2024-12-28: +0.06%2024-12-29: +0.08%2024-12-30: +0.08%2024-12-31: +0.07%
151015202530
2025
Jan2025-01-01: +0.13%2025-01-02: +0.07%2025-01-03: +0.14%2025-01-04: +0.03%2025-01-05: +0.07%2025-01-06: +0.05%2025-01-07: +0.02%2025-01-08: -0.02%2025-01-09: +0.17%2025-01-10: -0.01%2025-01-11: +0.03%2025-01-12: +0.08%2025-01-13: +0.04%2025-01-14: +0.05%2025-01-15: +0.02%2025-01-16: +0.01%2025-01-17: +0.05%2025-01-18: +0.05%2025-01-19: +0.10%2025-01-20: +0.03%2025-01-21: +0.04%2025-01-22: -0.06%2025-01-23: -0.03%2025-01-24: +0.05%2025-01-25: +0.02%2025-01-26: +0.07%2025-01-27: +0.03%2025-01-28: +0.05%2025-01-29: +0.01%2025-01-30: +0.03%2025-01-31: +0.05%
Feb2025-02-01: +0.01%2025-02-02: +0.03%2025-02-03: +0.02%2025-02-04: +0.10%2025-02-05: -0.01%2025-02-06: -0.00%2025-02-07: -0.07%2025-02-08: +0.12%2025-02-09: +0.08%2025-02-10: -0.01%2025-02-11: +0.02%2025-02-12: -0.09%2025-02-13: +0.13%2025-02-14: -0.02%2025-02-15: +0.05%2025-02-16: +0.01%2025-02-17: +0.10%2025-02-18: -0.06%2025-02-19: +0.06%2025-02-20: -0.03%2025-02-21: -0.00%2025-02-22: +0.01%2025-02-23: -0.01%2025-02-24: +0.03%2025-02-25: -0.07%2025-02-26: +0.09%2025-02-27: -0.01%2025-02-28: +0.03%
Mar2025-03-01: +0.04%2025-03-02: +0.01%2025-03-03: +0.01%2025-03-04: +0.05%2025-03-05: +0.17%2025-03-06: -0.06%2025-03-07: +0.03%2025-03-08: +0.05%2025-03-09: +0.06%2025-03-10: +0.07%2025-03-11: -0.00%2025-03-12: +0.02%2025-03-13: -0.03%2025-03-14: +0.04%2025-03-15: +0.01%2025-03-16: +0.00%2025-03-17: +0.02%2025-03-18: +0.03%2025-03-19: +0.03%2025-03-20: -0.02%2025-03-21: +0.08%2025-03-22: +0.02%2025-03-23: +0.02%2025-03-24: +0.05%2025-03-25: -0.05%2025-03-26: -0.02%2025-03-27: +0.06%2025-03-28: +0.03%2025-03-29: +0.02%2025-03-30: +0.01%2025-03-31: +0.01%
Apr2025-04-01: +0.04%2025-04-02: -0.01%2025-04-03: -0.06%2025-04-04: +0.22%2025-04-05: -0.10%2025-04-06: +0.03%2025-04-07: -0.19%2025-04-08: +0.19%2025-04-09: +0.10%2025-04-10: -0.07%2025-04-11: +0.01%2025-04-12: +0.48%2025-04-13: +0.02%2025-04-14: +0.27%2025-04-15: -0.26%2025-04-16: +0.28%2025-04-17: +0.17%2025-04-18: +0.38%2025-04-19: +0.10%2025-04-20: +0.12%2025-04-21: +0.00%2025-04-22: +0.02%2025-04-23: +0.02%2025-04-24: +0.02%2025-04-25: +0.02%2025-04-26: +0.03%2025-04-27: +0.02%2025-04-28: +0.03%2025-04-29: +0.02%2025-04-30: +0.03%
May2025-05-01: +0.10%2025-05-02: +0.04%2025-05-03: +0.06%2025-05-04: +0.06%2025-05-05: -0.03%2025-05-06: +0.05%2025-05-07: +0.01%2025-05-08: +0.03%2025-05-09: +0.14%2025-05-10: +0.13%2025-05-11: +0.08%2025-05-12: +0.04%2025-05-13: +0.13%2025-05-14: +0.01%2025-05-15: +0.06%2025-05-16: -0.01%2025-05-17: +0.10%2025-05-18: +0.00%2025-05-19: +0.19%2025-05-20: -0.11%2025-05-21: +0.02%2025-05-22: -0.23%2025-05-23: +0.17%2025-05-24: +0.04%2025-05-25: -0.01%2025-05-26: +0.03%2025-05-27: +0.08%2025-05-28: +0.02%2025-05-29: +0.03%2025-05-30: +0.07%2025-05-31: -0.02%
Jun2025-06-01: -0.05%2025-06-02: +0.07%2025-06-03: +0.06%2025-06-04: +0.02%2025-06-05: +0.06%2025-06-06: +0.05%2025-06-07: +0.01%2025-06-08: +0.02%2025-06-09: +0.09%2025-06-10: +0.05%2025-06-11: +0.11%2025-06-12: +0.12%2025-06-13: -0.00%2025-06-14: -0.03%2025-06-15: -0.01%2025-06-16: +0.11%2025-06-17: +0.06%2025-06-18: +0.07%2025-06-19: +0.00%2025-06-20: +0.04%2025-06-21: +0.07%2025-06-22: -0.01%2025-06-23: +0.04%2025-06-24: -0.01%2025-06-25: +0.06%2025-06-26: +0.03%2025-06-27: +0.04%2025-06-28: +0.03%2025-06-29: +0.00%2025-06-30: +0.03%
Jul2025-07-01: +0.09%2025-07-02: +0.03%2025-07-03: -0.01%2025-07-04: +0.01%2025-07-05: +0.09%2025-07-06: +0.08%2025-07-07: +0.02%2025-07-08: +0.07%2025-07-09: +0.07%2025-07-10: -0.01%2025-07-11: -0.05%2025-07-12: -0.01%2025-07-13: +0.07%2025-07-14: -0.02%2025-07-15: +0.04%2025-07-16: +0.15%2025-07-17: +0.15%2025-07-18: +0.19%2025-07-19: +0.83%2025-07-20: +0.18%2025-07-21: +0.49%2025-07-22: +0.36%2025-07-23: +0.35%2025-07-24: +0.42%2025-07-25: +0.26%2025-07-26: -0.03%2025-07-27: +0.02%2025-07-28: +0.10%2025-07-29: +0.18%2025-07-30: +0.07%2025-07-31: +0.12%
Aug2025-08-01: -0.08%2025-08-02: +0.07%2025-08-03: +0.03%2025-08-04: +0.04%2025-08-05: +0.06%2025-08-06: +0.08%2025-08-07: +0.08%2025-08-08: +0.07%2025-08-09: +0.07%2025-08-10: +0.00%2025-08-11: +0.11%2025-08-12: +0.09%2025-08-13: +0.16%2025-08-14: +0.20%2025-08-15: +0.09%2025-08-16: +0.02%2025-08-17: -0.04%2025-08-18: +0.12%2025-08-19: +0.05%2025-08-20: -0.05%2025-08-21: +0.12%2025-08-22: -0.01%2025-08-23: +0.08%2025-08-24: +0.06%2025-08-25: +0.19%2025-08-26: +0.01%2025-08-27: +0.13%2025-08-28: +0.22%2025-08-29: +0.04%2025-08-30: +0.03%2025-08-31: +0.07%
Sep2025-09-01: +0.09%2025-09-02: +0.12%2025-09-03: +0.07%2025-09-04: -0.00%2025-09-05: +0.05%2025-09-06: +0.07%2025-09-07: +0.01%2025-09-08: +0.03%2025-09-09: +0.04%2025-09-10: +0.10%2025-09-11: +0.06%2025-09-12: +0.01%2025-09-13: +0.02%2025-09-14: +0.00%2025-09-15: +0.14%2025-09-16: +0.08%2025-09-17: +0.15%2025-09-18: +0.03%2025-09-19: +0.11%2025-09-20: +0.09%2025-09-21: +0.09%2025-09-22: +0.04%2025-09-23: +0.03%2025-09-24: +0.03%2025-09-25: -0.03%2025-09-26: +0.03%2025-09-27: +0.01%2025-09-28: +0.08%2025-09-29: +0.04%2025-09-30: +0.06%
Oct2025-10-01: -0.03%2025-10-02: +0.08%2025-10-03: +0.03%2025-10-04: +0.02%2025-10-05: +0.05%2025-10-06: +0.15%2025-10-07: +0.08%2025-10-08: -0.01%2025-10-09: +0.08%2025-10-10: +0.11%2025-10-11: +10.00%2025-10-12: +0.00%2025-10-13: +0.04%2025-10-14: -0.01%2025-10-15: -0.01%2025-10-16: -0.01%2025-10-17: +0.00%2025-10-18: -0.08%2025-10-19: +0.01%2025-10-20: +0.08%2025-10-21: +0.04%2025-10-22: -0.15%2025-10-23: +0.08%2025-10-24: +0.11%2025-10-25: -0.04%2025-10-26: +0.05%2025-10-27: -0.00%2025-10-28: -0.00%2025-10-29: +0.03%2025-10-30: +0.01%2025-10-31: +0.01%
Nov2025-11-01: +0.05%2025-11-02: +0.06%2025-11-03: -0.02%2025-11-04: +0.02%2025-11-05: +0.04%2025-11-06: -0.04%2025-11-07: +0.02%2025-11-08: -0.01%2025-11-09: +0.01%2025-11-10: +0.13%2025-11-11: -0.01%2025-11-12: +0.04%2025-11-13: +0.02%2025-11-14: -0.02%2025-11-15: -0.04%2025-11-16: +0.06%2025-11-17: +0.04%2025-11-18: +0.03%2025-11-19: -0.05%2025-11-20: +0.07%2025-11-21: -0.01%2025-11-22: -0.02%2025-11-23: +0.02%2025-11-24: +0.04%2025-11-25: +0.03%2025-11-26: +0.00%2025-11-27: +0.00%2025-11-28: +0.03%2025-11-29: +0.01%2025-11-30: +0.02%
Dec2025-12-01: -0.04%2025-12-02: +0.00%2025-12-03: +0.02%2025-12-04: +0.07%2025-12-05: +0.01%2025-12-06: -0.06%2025-12-07: +0.05%2025-12-08: +0.06%2025-12-09: -0.13%2025-12-10: +0.16%2025-12-11: +0.01%2025-12-12: +0.02%2025-12-13: +0.01%2025-12-14: -0.00%2025-12-15: +0.04%2025-12-16: +0.00%2025-12-17: +0.05%2025-12-18: -0.08%2025-12-19: +0.03%2025-12-20: +0.05%2025-12-21: +0.00%2025-12-22: -0.02%2025-12-23: +0.03%2025-12-24: +0.00%2025-12-25: -0.01%2025-12-26: +0.06%2025-12-27: +0.02%2025-12-28: +0.01%2025-12-29: +0.02%2025-12-30: +0.00%2025-12-31: +0.02%
151015202530
2026
Jan2026-01-01: +0.05%2026-01-02: +0.03%2026-01-03: +0.02%2026-01-04: +0.01%2026-01-05: +0.01%2026-01-06: +0.03%2026-01-07: +0.01%2026-01-08: +0.05%2026-01-09: +0.05%2026-01-10: +0.04%2026-01-11: +0.04%2026-01-12: +0.02%2026-01-13: -0.02%2026-01-14: +0.01%2026-01-15: +0.05%2026-01-16: -0.03%2026-01-17: +0.05%2026-01-18: +0.01%2026-01-19: +0.03%2026-01-20: -0.01%2026-01-21: -0.08%2026-01-22: +0.02%2026-01-23: +0.03%2026-01-24: +0.01%2026-01-25: +0.04%2026-01-26: +0.01%2026-01-27: +0.01%2026-01-28: +0.00%2026-01-29: +0.07%2026-01-30: -0.00%2026-01-31: +0.11%
Feb2026-02-01: -0.01%2026-02-02: +0.01%2026-02-03: -0.04%2026-02-04: +0.03%2026-02-05: -0.07%2026-02-06: +0.00%2026-02-07: -0.00%2026-02-08: +0.07%2026-02-09: +0.01%2026-02-10: +0.02%2026-02-11: -0.04%2026-02-12: +0.01%2026-02-13: +0.00%2026-02-14: +0.01%2026-02-15: -0.06%2026-02-16: +0.06%2026-02-17: +0.02%2026-02-18: -0.04%2026-02-19: +0.03%2026-02-20: +0.02%2026-02-21: +0.04%2026-02-22: +0.08%2026-02-23: -0.12%2026-02-24: -0.02%2026-02-25: +0.12%2026-02-26: -0.07%2026-02-27: +0.03%2026-02-28: +0.03%
Mar2026-03-01: -0.01%2026-03-02: +0.01%2026-03-03: -0.01%2026-03-04: +0.01%2026-03-05: -0.01%2026-03-06: +0.04%2026-03-07: +0.01%2026-03-08: +0.07%2026-03-09: -0.00%2026-03-10: +0.01%2026-03-11: +0.00%2026-03-12: -0.01%2026-03-13: +0.04%2026-03-14: -0.01%2026-03-15: +0.01%2026-03-16: +0.01%2026-03-17: +0.04%2026-03-18: -0.02%2026-03-19: +0.01%2026-03-20: +0.03%2026-03-21: +0.03%2026-03-22: -0.01%2026-03-23: -0.00%2026-03-24: +0.05%2026-03-25: -0.04%2026-03-26: +0.02%2026-03-27: +0.06%2026-03-28: -0.02%2026-03-29: +0.01%2026-03-30: +0.08%2026-03-31: +0.01%
Apr2026-04-01: +0.00%2026-04-02: +0.00%2026-04-03: -0.09%2026-04-04: +0.06%2026-04-05: -0.00%2026-04-06: +0.03%2026-04-07: +0.00%2026-04-08: +0.01%2026-04-09: -0.01%2026-04-10: -0.00%2026-04-11: -0.00%2026-04-12: +0.00%2026-04-13: +0.01%2026-04-14: -0.08%2026-04-15: +0.07%2026-04-16: +0.01%2026-04-17: +0.00%2026-04-18: -0.03%2026-04-19: +0.02%2026-04-20: +0.00%2026-04-21: +0.01%2026-04-22: +0.04%2026-04-23: -0.01%2026-04-24: +0.01%2026-04-25: -0.05%2026-04-26: +0.02%2026-04-27: +0.02%2026-04-28: +0.02%2026-04-29: +0.01%2026-04-30: +0.00%
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
151015202530