System Statistics

Controlled Alpha

Controlled Alpha is a system engineered for sovereign capital. Systematic diversification across assets, harvesting premia across multiple timeframes, and scalable positioning make it the default engine for high-volume operating accounts. The mandate: Capture upside with ironclad downside protection.

Overview curve

Controlled Alpha system curve

Preset Configurable System · 7 Strategies
Controlled Alpha
Total
Realized
3D buckets · log scale
0.76×2.31×7.08×21.7×202420252026
Overview

Risk-Disciplined Capital Preservation

Annualized Volatility38.9%

Annualized scale of return variability

Sharpe Ratio5.01

Compound annual growth / (std(daily) × √365.25)

Max Drawdown-25.3%

Largest historical peak-to-trough move

Compound Growth195%

Compound Annual Growth Rate · Annual Average

Inspection board

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