ART Index

 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.

download all index data (.csv)
Key performance characteristics
 
Inсeption date 20 Feb 2011 Last day return 1.27% Annualized volatility 12.05%
Return since inception 164.55% Month to date return 1.58% Annualized sharpe 0.8
Return since inception annualized 9.65% Year to date return -8.31% Positive rate of return for 12 month period ratio 67.72%
S&P 500 correlation 12.56% Last 12 months return -3.62% Updated on date 23 Sep 2021

*LYNX broker fees