Portfolio Returns

period	cumret	highwater	maxDD	avgTradeWgts	avgHldPerMth	annRet	annStd	SharpeRatio
all	-0.2968	0.0000	-0.2968	0.3640	0.5380	-0.2258	0.1021	-2.2109
2024	-0.0576	0.0000	-0.0976	0.3080	0.5940	-0.2035	0.1247	-1.6325
2025	-0.1737	0.0374	-0.2121	0.3499	0.5374	-0.1863	0.0938	-1.9866
2026	-0.0969	0.0000	-0.0969	0.4863	0.4771	-0.4147	0.1073	-3.8661

MTD Returns

month	returns		tradeDate	returns	MTD		tradeDate	returns	MTD
202603.0000	-6.73%		2026-02-27	0.03%	1.74%		2026-03-30	-1.33%	-6.73%
202602.0000	1.74%		2026-02-26	-0.55%	1.71%		2026-03-27	-1.04%	-5.47%
202601.0000	-4.83%		2026-02-25	0.72%	2.27%		2026-03-26	-0.49%	-4.48%
202512.0000	1.09%		2026-02-24	-0.47%	1.54%		2026-03-25	-0.30%	-4.01%
202511.0000	-1.12%		2026-02-23	1.08%	2.02%		2026-03-24	-0.11%	-3.71%
202510.0000	-1.90%		2026-02-20	0.12%	0.93%		2026-03-23	-0.61%	-3.61%
202509.0000	-9.43%		2026-02-19	0.28%	0.80%		2026-03-20	0.39%	-3.02%
202508.0000	-3.81%		2026-02-18	-0.37%	0.52%		2026-03-19	-0.30%	-3.40%
202507.0000	-2.32%		2026-02-17	-0.12%	0.90%		2026-03-18	0.18%	-3.11%
202506.0000	-2.82%		2026-02-16	-0.10%	1.02%		2026-03-17	0.72%	-3.28%
202505.0000	0.18%		2026-02-13	0.71%	1.12%		2026-03-16	0.28%	-3.97%
202504.0000	-1.05%		2026-02-12	0.37%	0.41%		2026-03-13	0.39%	-4.24%
202503.0000	5.62%		2026-02-11	-0.09%	0.04%		2026-03-12	0.72%	-4.61%
202502.0000	-6.71%		2026-02-10	0.45%	0.14%		2026-03-11	0.31%	-5.29%
202501.0000	4.31%		2026-02-09	0.19%	-0.31%		2026-03-10	0.24%	-5.59%
202412.0000	2.94%		2026-02-06	0.22%	-0.50%		2026-03-09	-2.77%	-5.82%
202411.0000	-2.92%		2026-02-05	-0.14%	-0.72%		2026-03-06	-0.64%	-3.13%
202410.0000	-2.30%		2026-02-04	-0.05%	-0.58%		2026-03-05	-0.58%	-2.51%
202409.0000	-3.48%		2026-02-03	-0.65%	-0.53%		2026-03-04	-1.16%	-1.94%
nan	nan	nan	2026-02-02	0.11%	0.11%		2026-03-03	0.15%	-0.80%
nan	nan	nan					2026-03-02	-0.95%	-0.95%
nan	nan	nan
nan	nan	nan

Daily Returns (csv)

Daily Returns (csv)

1D P&L by Country country totalPnLUSD proportion CN 16,180 11.6% TH 14,068 10.1% HK 10,186 7.3% AU 4,624 3.3% NZ 3,178 2.3% ID 2,840 2.0% XH 2,119 1.5% KR -1,876 -1.3% PH -2,681 -1.9% SG -5,813 -4.2% MY -11,414 -8.2% TW -22,550 -16.1% JP -148,815 -106.3% total -139,955 -100.0%

MTD P&L by Country country totalPnLUSD proportion AU 135,311 17.8% SG 13,679 1.8% IN 0 0.0% ID -4,088 -0.5% NZ -5,111 -0.7% TH -11,853 -1.6% PH -17,405 -2.3% MY -21,749 -2.9% KR -35,239 -4.6% TW -83,859 -11.0% HK -87,434 -11.5% CN -158,864 -20.9% JP -207,841 -27.3% XH -276,999 -36.4% total -761,451 -100.0%

QTD P&L by Country country totalPnLUSD proportion AU 160,565 14.8% TH 116,527 10.8% HK 17,063 1.6% TW 15,913 1.5% IN 0 0.0% ID -4,057 -0.4% NZ -6,552 -0.6% PH -18,182 -1.7% MY -24,882 -2.3% KR -33,024 -3.1% SG -52,189 -4.8% JP -230,255 -21.3% XH -300,453 -27.8% CN -722,491 -66.8% total -1,082,017 -100.0%

YTD P&L by Country country totalPnLUSD proportion AU 160,565 14.8% TH 116,527 10.8% HK 17,063 1.6% TW 15,913 1.5% IN 0 0.0% ID -4,057 -0.4% NZ -6,552 -0.6% PH -18,182 -1.7% MY -24,882 -2.3% KR -33,024 -3.1% SG -52,189 -4.8% JP -230,255 -21.3% XH -300,453 -27.8% CN -722,491 -66.8% total -1,082,017 -100.0%

Memo

tau=40, gamma=15, maxRisk=0.1, maxLeverage=4.0

Country Average Gross Exposure vs AUM

year	IN	ID	KR	PH	NZ	MY	SG	TH	HK	AU	TW	XH	CN	JP	total
2024	0.0295	0.0324	0.0000	0.0051	0.0186	0.0328	0.0401	0.0903	0.1642	0.2525	0.2462	0.1306	1.9503	0.9220	3.9068
2025	0.0277	0.0184	0.0971	0.0045	0.0148	0.0169	0.0551	0.1589	0.1792	0.2908	0.3180	0.2610	1.4705	1.1093	4.0215
2026	0.0000	0.0024	0.0051	0.0123	0.0158	0.0257	0.0487	0.1263	0.1880	0.2759	0.3439	0.4592	1.0790	1.4903	4.0726

Country Average Gross Exposure vs GMV

year	IN	ID	KR	PH	NZ	MY	SG	TH	HK	AU	TW	XH	CN	JP	total
2024	0.0074	0.0084	0.0000	0.0014	0.0048	0.0085	0.0103	0.0230	0.0420	0.0644	0.0633	0.0336	0.4996	0.2351	1.0000
2025	0.0069	0.0046	0.0239	0.0011	0.0037	0.0042	0.0137	0.0395	0.0446	0.0724	0.0788	0.0647	0.3659	0.2762	1.0000
2026	0.0000	0.0006	0.0011	0.0030	0.0039	0.0063	0.0119	0.0309	0.0462	0.0678	0.0845	0.1130	0.2646	0.3663	1.0000