Alpha Blend Global Macro Strategy
We offer sophisticated quantitative trading strategies built on behavioural analytics and machine learning. The strategy generates tactical signals across Global FX, Equity, and Gold modules.
Key figures (January 2018 – December 2025)
| 12 months trailing | 60.01% |
| 3 years | 58.80% |
| 5 years | 45.12% |
| Since inception | 54.72% |
| Average monthly return | 4.56% |
| Largest month gain | 24.32% |
| Largest month loss | -12.49% |
| Max drawdown | -24.12% |
| Downside volatility | 19.95% |
| Sortino ratio | 2.74 |
Monthly returns (gross, non-compounded)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Gross Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 16.17% | -11.97% | -10.66% | 13.43% | 14.96% | 8.36% | 4.96% | 10.28% | 6.77% | 5.35% | -7.91% | -5.15% | 44.59% |
| 2019 | 22.92% | 1.16% | 4.37% | 5.73% | -4.12% | 20.46% | 4.76% | 7.31% | 1.16% | 2.90% | -2.40% | 9.34% | 73.60% |
| 2020 | 5.30% | 1.52% | 19.99% | 19.53% | 5.40% | 7.94% | 17.42% | 7.58% | -11.34% | -0.30% | 7.05% | 13.73% | 93.81% |
| 2021 | -2.81% | -2.80% | 5.27% | 0.37% | 14.39% | 10.68% | -6.91% | 3.55% | -5.32% | 10.90% | 0.38% | 0.34% | 28.04% |
| 2022 | -6.47% | 24.32% | 20.76% | 3.06% | 1.42% | -12.15% | 14.34% | -3.59% | -5.25% | 1.30% | -4.08% | -12.49% | 21.17% |
| 2023 | 18.46% | -5.02% | 9.67% | 6.27% | 6.72% | 13.70% | 2.48% | -1.58% | 0.49% | 1.98% | 10.10% | 7.43% | 70.71% |
| 2024 | 1.36% | 6.65% | 14.87% | 6.64% | 0.87% | 8.49% | -6.25% | 2.54% | 8.80% | 0.23% | -1.69% | 3.23% | 45.73% |
| 2025 | 6.01% | -3.46% | 2.60% | 8.51% | 0.41% | 11.24% | 1.70% | 6.79% | 11.50% | 6.72% | 9.41% | -1.42% | 60.01% |
Past performance is not a guarantee of future results. Performance is calculated using live model signals with adjustments for slippage and carry.