Annual returns matrix

Calendar-year returns for every released strategy, side by side, on its primary variant or on every variant. Use the “Highlight down years” toggle to spot which strategies held up in bear markets (2000, 2001, 2002, 2008, 2018, 2020, 2022), the question to ask when blending strategies for resilience. The stress windows table shows each one's return and worst drawdown through the 2000-2002 dot-com bust, the 2007-2009 financial crisis, Q4 2018, the Q1 2020 COVID crash and the 2022 stock and bond drawdown. Both tables download as CSV.