V51 PORTFOLIO
A clear view of V51.
Historical performance and today’s model portfolio.
Historical backtest2 Feb 2015 → 2 Jun 2026Reconciled to source ledger
Annualized return
+47.36%
Full backtest periodSharpe ratio
2.16
Daily returns · annualizedMaximum drawdown
-21.60%
Peak-to-trough declineTrading sessions
2,751
Full backtest periodGrowth of the strategy
Net asset value · rebased to 1.00 for the selected period
Backtested results after modeled costs. Historical performance does not guarantee future results.
Current allocation
2026-09 · Target portfolio
60holdings100% invested
Since model tracking began
3 Aug 2026 → 7 Sept 2026
+11.44%