Fund Performance / Leaderboard
Fund Leaderboard
Funds ranked by risk-adjusted performance, not raw return. Sharpe and Sortino use the 10-year Treasury yield as the risk-free rate. The table labels a last saved Treasury yield or fallback rate when the live yield is unavailable. Drawdown is anchored to each book's inception.
Correlation is measured on daily returns over the selected window. A pair sharing fewer than 20 overlapping trading days is labeled “Not enough history yet” rather than showing a misleading number.
Risk-adjusted leaderboard
Default order is Sharpe. Sort any column; correlation uses the 90D window.
| Trend | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
The Alvarez household mandateprovisionaln=2 | — | — | 0.00% | 0 | US Equity, Large Cap | n/a | Not enough history yet | +0.00% | $1,000,000 |
Risk-free rate: 0.00% (fallback rate, the live yield is unavailable). Correlation on daily returns over 90D; a pair with fewer than 20 overlapping trading days shows “Not enough history yet”.
Percentile is the fund's risk-adjusted (Sharpe) rank within its category over the trailing 1Y. Peer groups are an ETF proxy: each category is represented by a basket of category ETFs priced from our own market data, and percentile is where the fund sits within that basket over the trailing window. It is not a licensed Lipper or Morningstar category.
All data is from simulated, paper-trading accounts. No real capital is at risk.
Every score carries its sample size and a reliability tier; a thin sample renders as provisional.
Past performance is not indicative of future results.