Facts, not storytelling

The charts track AnalytIQ’s strategies against the S&P 500 across three market environments. Returns are cumulative and time-weighted (TWR); risk is shown next to the return it describes.

2025

Over the year to January 2026 AnalytIQ’s strategies returned +19.7% against the S&P 500’s +15.8%, with lower drawdown (7.5% vs 18.9%) and a far shorter recovery (10 days vs 58).

Portfolio PerformanceCUMULATIVE RATE OF RETURN (TWR)+20%+10%+0%-10%Jan 2025AprJulOctJan 2026AnalytIQ +19.7%S&P 500 +15.8%

6 Jan 2025 – 7 Jan 2026 · benchmark: S&P 500.

2025AnalytIQS&P 500
Return+19.7%+15.8%
Max drawdown−7.5%−18.9%
Sharpe ratio1.560.66
Sortino ratio2.390.97

2022

As the S&P 500 fell −19.4%, AnalytIQ’s strategies returned +16.8% — with roughly a sixth of the index’s drawdown, and a positive Sharpe ratio where the market’s was negative.

Portfolio PerformanceCUMULATIVE RATE OF RETURN (TWR)+20%+10%+0%-10%-20%Jan 2022AprJulOctDecAnalytIQ +16.8%S&P 500 −19.4%

Full-year 2022 · benchmark: S&P 500.

2022AnalytIQS&P 500
Return+16.8%−19.4%
Max drawdown−4.4%−25.4%
Sharpe ratio1.46−0.95
Sortino ratio2.13−1.29

2021

In a broad bull market — an easy year for everyone — AnalytIQ’s strategies returned +23.7%, just behind the S&P 500’s +26.9%, but with higher risk-adjusted returns and well ahead of the Russell 2000 (+14.8%).

Portfolio PerformanceCUMULATIVE RATE OF RETURN (TWR)+0%+10%+20%+30%Jan 2021AprJulOctDecAnalytIQ +23.7%S&P 500 +26.9%

Full-year 2021 · benchmark: S&P 500.

2021AnalytIQS&P 500
Return+23.7%+26.9%
Max drawdown−5.4%−5.2%
Sharpe ratio2.281.88
Sortino ratio3.172.79

Past performance is not indicative of future results. All investments involve risk, including possible loss of principal.