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Return To Date (start Sep 2025)

-1.71%

Est CAGR

3.03%

30 D Avg Return

0.06%

30 D Avg Stdev

13.92%

Est Sharpe Ratio

0.018

Max Drawdown

-21.00%

Max Drawdown Duration

3 Weeks

Average Win Rate

0.5%

30 D Avg Beta (BTC)

0.19

30 D Avg Beta (SPY)

0.366

Total Alpha (BTC)

-3.87%

Total Alpha (SPY)

-6.83%

Disclaimer:
The information provided here is for educational and illustrative purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation of any security or investment strategy. Zero Theorem is a private investment firm and does not market, solicit, or provide investment services to external investors. Performance information presented herein solely for informational purposes. Past performance is not indicative of, and in no way guarantees, future results. All investments involve risk, including the potential loss of principal.