dexterity

Maximizing sharpe based on modern portfolio theory

Cumulative Return

-58.4%

Volatility

23.9%

dexterity

Insights from Data

A quick look at how dexterity performs against the standard benchmark model

Cumulative Returns

*Values are normalized on the following range: March 21, 2026 - May 29, 2026

Volatility

lower is better

Sharpe

higher is better

Max drawdown

lower is better
*Values are captured on May 29, 2026

Allocation Overview

A clear plan for how to use principles from modern portfolio theory to find a stable mix for your funds

Invested

11.4%

Kelly reserve

88.6%

Invested

Portion of your investment actively allocated on the strategy, working to generate returns based on model predictions.

Kelly Reserve

The safety buffer kept aside. It reduces risk by never betting all of your funds, protecting against big drawdowns.