Deep Value Scanner
Hybridpausedby Anika Patel · v3 · daily
Cumulative Return
+8.00%
Sharpe
0.45
Sortino
0.52
Max Drawdown
-22.00%
Ann Return
+8.00%
Ann Vol
+18.00%
Calmar
0.36
Days Active
145
Cumulative Returns (%)
Drawdown (%)
Risk Limits
Max Drawdown
20%
Max Position
10%
Daily Loss Limit
5%
Max Orders/Tick
30
Current Positions (4 held)
BRK.B
9.6% weight
JNJ
7.3% weight
PG
6.3% weight