Portfolio Returns

period	cumret	highwater	maxDD	avgTradeWgts	avgHldPerMth	annRet	annStd	SharpeRatio
all	-0.3323	0.0000	-0.3454	0.3442	0.5760	-0.2126	0.1064	-1.9978
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	-0.1426	0.0000	-0.1593	0.3519	0.6413	-0.2632	0.1177	-2.2367

MTD Returns

month	returns		tradeDate	returns	MTD		tradeDate	returns	MTD
202607	-1.43%		2026-06-30	0.01%	1.62%		2026-07-27	-0.64%	-1.43%
202606	1.62%		2026-06-29	-1.06%	1.60%		2026-07-24	-0.21%	-0.80%
202605	-2.61%		2026-06-26	-0.61%	2.70%		2026-07-23	-0.41%	-0.59%
202604	-1.86%		2026-06-25	-0.27%	3.32%		2026-07-22	-0.64%	-0.17%
202603	-7.50%		2026-06-24	-0.51%	3.60%		2026-07-21	-0.89%	0.47%
202602	1.74%		2026-06-23	-1.04%	4.14%		2026-07-20	0.69%	1.37%
202601	-4.83%		2026-06-22	0.95%	5.24%		2026-07-17	0.23%	0.68%
202512	1.09%		2026-06-19	0.01%	4.24%		2026-07-16	0.17%	0.45%
202511	-1.12%		2026-06-18	0.02%	4.24%		2026-07-15	0.84%	0.28%
202510	-1.90%		2026-06-17	-0.29%	4.22%		2026-07-14	-0.19%	-0.55%
202509	-9.43%		2026-06-16	-0.28%	4.53%		2026-07-13	0.36%	-0.36%
202508	-3.81%		2026-06-15	0.68%	4.82%		2026-07-10	0.35%	-0.72%
202507	-2.32%		2026-06-12	1.49%	4.11%		2026-07-09	0.20%	-1.06%
202506	-2.82%		2026-06-11	0.45%	2.58%		2026-07-08	-0.09%	-1.26%
202505	0.18%		2026-06-10	0.51%	2.12%		2026-07-07	-1.07%	-1.17%
202504	-1.05%		2026-06-09	0.49%	1.60%		2026-07-06	-0.44%	-0.11%
202503	5.62%		2026-06-08	-0.93%	1.10%		2026-07-03	0.01%	0.33%
202502	-6.71%		2026-06-05	0.35%	2.05%		2026-07-02	-0.25%	0.33%
202501	4.31%		2026-06-04	-1.10%	1.70%		2026-07-01	0.58%	0.58%
202412	2.94%		2026-06-03	-0.94%	2.83%
202411	-2.92%		2026-06-02	1.18%	3.80%
202410	-2.30%		2026-06-01	2.60%	2.60%
202409	-3.48%

Daily Returns (csv)

Daily Returns (csv)

1D P&L by Country country totalPnLUSD proportion HK 13,226 19.6% XH 6,360 9.4% TH 3,223 4.8% TW 3,162 4.7% MY 2,523 3.7% CN 344 0.5% PH 252 0.4% KR -965 -1.4% ID -1,862 -2.8% NZ -1,878 -2.8% SG -15,093 -22.4% AU -25,433 -37.8% JP -51,231 -76.0% total -67,372 -100.0%

MTD P&L by Country country totalPnLUSD proportion CN 219,026 146.2% TH 51,326 34.3% ID 45,354 30.3% XH 44,881 30.0% KR 31,117 20.8% MY 22,310 14.9% IN 0 0.0% PH -3,401 -2.3% NZ -3,856 -2.6% SG -25,198 -16.8% AU -53,842 -35.9% HK -76,737 -51.2% TW -122,233 -81.6% JP -278,545 -185.9% total -149,798 -100.0%

QTD P&L by Country country totalPnLUSD proportion CN 219,026 146.2% TH 51,326 34.3% ID 45,354 30.3% XH 44,881 30.0% KR 31,117 20.8% MY 22,310 14.9% IN 0 0.0% PH -3,401 -2.3% NZ -3,856 -2.6% SG -25,198 -16.8% AU -53,842 -35.9% HK -76,737 -51.2% TW -122,233 -81.6% JP -278,545 -185.9% total -149,798 -100.0%

YTD P&L by Country country totalPnLUSD proportion TW 357,511 24.7% TH 172,350 11.9% HK 151,827 10.5% XH 121,953 8.4% AU 50,044 3.5% KR 43,499 3.0% MY 33,161 2.3% IN 0 0.0% ID -9,227 -0.6% SG -41,985 -2.9% PH -43,540 -3.0% NZ -62,612 -4.3% JP -99,358 -6.9% CN -2,120,865 -146.5% total -1,447,240 -100.0%

Memo

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

Country Average Gross Exposure vs AUM

year	IN	PH	NZ	KR	ID	MY	SG	TH	HK	AU	TW	XH	CN	JP	total
2024	0.0295	0.0051	0.0186	0.0000	0.0324	0.0328	0.0401	0.0903	0.1661	0.2525	0.2462	0.1306	1.9503	0.9220	3.9087
2025	0.0277	0.0045	0.0148	0.0971	0.0184	0.0169	0.0551	0.1589	0.1792	0.2908	0.3180	0.2612	1.4705	1.1092	4.0217
2026	0.0000	0.0142	0.0154	0.0212	0.0235	0.0445	0.0597	0.1111	0.1895	0.2880	0.3542	0.4516	0.8762	1.5454	3.9943

Country Average Gross Exposure vs GMV

year	IN	PH	NZ	KR	ID	MY	SG	TH	HK	AU	TW	XH	CN	JP	total
2024	0.0074	0.0014	0.0048	0.0000	0.0084	0.0085	0.0103	0.0230	0.0425	0.0644	0.0633	0.0336	0.4994	0.2350	1.0000
2025	0.0069	0.0011	0.0037	0.0239	0.0046	0.0042	0.0137	0.0395	0.0446	0.0724	0.0788	0.0647	0.3659	0.2762	1.0000
2026	0.0000	0.0036	0.0038	0.0055	0.0060	0.0112	0.0150	0.0278	0.0475	0.0722	0.0888	0.1132	0.2181	0.3874	1.0000