Equity Curves
NAV indexed to 100 at entry date. $2M initial portfolio.
Underwater Plot
Drawdown from peak NAV. Shallower = better protection.
Strategy Summary
Performance by Market Regime
How each strategy performed during distinct market phases. Bear regimes are where hedging earns its keep.
CAGR by Strategy Across Cohorts
Annualized return for each entry cohort. Higher = better.
Max Drawdown by Strategy Across Cohorts
Peak-to-trough loss. Lower (closer to 0%) = less pain.