The ART Index is calculated from the daily performance of the Quant Infinity ART 1x strategy which has been traded live at different leverage levels since 2011. ART 1x is our unleveraged, AI-driven quantitative strategy. It has a target volatility of 10% and a target return of 10%. The index is updated and published here daily. The index is gross of fees, however it includes the trading fees* associated to it.
|Key performance characteristics|
|Inсeption date||20 Feb 2011||Last day return||-0.98%||Annualized volatility||12.03%|
|Return since inception||160.61%||Month to date return||3.77%||Annualized sharpe||0.78|
|Return since inception annualized||9.41%||Year to date return||-9.76%||Positive rate of return for 12 month period ratio||73.28%|
|S&P 500 correlation||13.23%||Last 12 months return||-0.58%||Updated on date||22 Oct 2021|
*LYNX broker fees