Defense Portfolio

Our defense strategy has demonstrated consistent and strong performance over time, significantly outpacing the benchmark. The return curve highlights the strategy’s ability to capture growth, even during periods of market downturns, thanks to its defensive posture. This steady upward trajectory underscores the effectiveness of the strategy in providing robust returns while managing risk during equity risk-off events.

The defense strategy consistently experiences smaller and shorter drawdowns compared to the benchmark. This graph illustrates our strategy’s superior ability to manage risk, especially during times of market stress. While the benchmark often undergoes deeper and longer drawdowns, our strategy maintains stability, recovering faster and protecting against major market declines.

Across key performance metrics, the defense strategy consistently outperforms the benchmark. With higher returns, lower volatility, and significantly shorter drawdowns, the strategy excels at managing risk while delivering superior performance. The ability to recover quickly from drawdowns further reinforces its defensive posture, allowing it to provide steady returns in both rising and falling markets.

The strategy demonstrates superior risk-adjusted returns, as shown by its significantly higher Sharpe, Sortino, and Calmar ratios compared to the benchmark. These ratios highlight the portfolio’s ability to generate returns with lower risk, offering a more stable and efficient performance profile for investors seeking both growth and protection during market downturns.

Our defense strategy consistently delivers higher expected returns across daily, monthly, and yearly periods compared to the benchmark. Even in worst-case scenarios, the portfolio shows better downside protection. The strategy's ability to adjust positions dynamically while maintaining low tracking error underscores its flexibility and effectiveness in capturing returns while mitigating risk.

The yearly returns clearly demonstrate how our strategy consistently outperforms the benchmark, especially during years of heightened market volatility. By maintaining a defensive posture and capitalizing on tactical opportunities, the strategy generates positive returns in market conditions where the benchmark may falter, providing a steady source of value to investors.

Our monthly returns demonstrate a steady performance that significantly mitigates losses during market downturns, while still capturing gains during periods of market strength. This defensive nature allows us to manage risk month over month, providing stability and reliability, even when the broader market faces challenges.

Year-to-date, our defense strategy continues to outpace the benchmark. The strategy's focus on managing downside risk while maintaining upside potential is evident, particularly during periods of increased market uncertainty. This consistent outperformance throughout the year underscores the effectiveness of our momentum-driven, defensive approach.