CALTROPIASystematic Research
Long-Term Futures Macro Signals

Caltropia Portfolios

Low Vol Factor Portfolio

Live holdings, allocation, and portfolio performance

Current book-- Signal date-- RebalanceMonthly
Today --
Month to date --
Performance

Portfolio history

Waiting for the protected live / delayed quote feed.

Caltropia
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
USMV
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
SPLV
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
Growth of $1Caltropia Low Vol Factor with USMV and SPLV references
Dec 2016 - current
Caltropia Low Vol Factor USMV SPLV
Win rate--
Average month--
Positive months--
Winners today--
Top contributor--
Bottom contributor--
Return history

Monthly Returns

Completed Caltropia Low Vol Factor portfolio returns by calendar month.

Loading monthly history
Current monthly book

Portfolio Breakdown

Every asset in the current low-volatility factor portfolio, with live / delayed performance where available.

Loading holdingsQuote coverage --
Portfolio analytics

Inside Portfolio

Explore positioning, rebalance activity, return contribution, and downside behavior in one view.

Active sector exposure

Current portfolio sector weights relative to the primary low-volatility benchmark.

USMV · latest