Track record
Our own account, Dec 2014 to Jun 2026.
Own accountHalf-year returnsNet of trading costsBefore feesAs of Jun 2026
Track record figures
These are the results of Crestrado's own trading account. Nothing on this website is an offer or a solicitation, and no investment service is offered through it.
- Cumulative return
- +1,696%
- Annualised return
- +28.6%
- Annualised volatility
- 23.9%
- Return ÷ volatility
- 1.20
- Maximum drawdown
- −17.5%
- Best half-year
- +49.8%
- Worst half-year
- −16.2%
- Correlation to S&P 500 TR
- 0.42
Dec 2014 to Jun 2026
Compound, over 11.5 years
From half-year returns
Before any risk-free rate adjustment
Jun 2015 to Jun 2016, recovered by Jun 2017
H2 2017
H1 2016
Calendar years 2015–2024
Growth of 100
Crestrado, log scaleNo positionsHalf-year observations, compounded. The shaded span marks 2025, when the strategy took no positions.
View the chart data
| Period end | Half-year return | Growth of 100 | Drawdown |
|---|---|---|---|
| Dec 2014 | — | 100.0 | 0.0% |
| Jun 2015 | +24.7% | 124.7 | 0.0% |
| Dec 2015 | −1.5% | 122.8 | −1.5% |
| Jun 2016 | −16.2% | 102.9 | −17.5% |
| Dec 2016 | +19.5% | 122.9 | −1.4% |
| Jun 2017 | +37.0% | 168.4 | 0.0% |
| Dec 2017 | +49.8% | 252.1 | 0.0% |
| Jun 2018 | +3.5% | 261.1 | 0.0% |
| Dec 2018 | −10.2% | 234.5 | −10.2% |
| Jun 2019 | +26.4% | 296.5 | 0.0% |
| Dec 2019 | +27.3% | 377.3 | 0.0% |
| Jun 2020 | +12.1% | 423.0 | 0.0% |
| Dec 2020 | −7.7% | 390.7 | −7.7% |
| Jun 2021 | −0.8% | 387.5 | −8.4% |
| Dec 2021 | +25.2% | 485.1 | 0.0% |
| Jun 2022 | +27.1% | 616.6 | 0.0% |
| Dec 2022 | +6.1% | 654.0 | 0.0% |
| Jun 2023 | +18.9% | 777.5 | 0.0% |
| Dec 2023 | +25.4% | 975.1 | 0.0% |
| Jun 2024 | +14.1% | 1112.8 | 0.0% |
| Dec 2024 | +37.1% | 1526.0 | 0.0% |
| Jun 2025 | 0.0% (no positions) | 1526.0 | 0.0% |
| Dec 2025 | 0.0% (no positions) | 1526.0 | 0.0% |
| Jun 2026 | +17.7% | 1796.4 | 0.0% |
Drawdown from previous peak
CrestradoMeasured at half-year ends. Drawdowns within a half-year may have been deeper.
| Year | H1 | H2 | Year |
|---|---|---|---|
| 2015 | +24.7% | −1.5% | +22.8% |
| 2016 | −16.2% | +19.5% | +0.1% |
| 2017 | +37.0% | +49.8% | +105.2% |
| 2018 | +3.5% | −10.2% | −7.0% |
| 2019 | +26.4% | +27.3% | +60.9% |
| 2020 | +12.1% | −7.7% | +3.5% |
| 2021 | −0.8% | +25.2% | +24.2% |
| 2022 | +27.1% | +6.1% | +34.8% |
| 2023 | +18.9% | +25.4% | +49.1% |
| 2024 | +14.1% | +37.1% | +56.5% |
| 2025 | 0.0% | 0.0% | 0.0%* |
| 2026 | +17.7% | — | +17.7% YTD |
* No positions taken in 2025.
| Year | Crestrado | S&P 500 TR | Difference (pp) |
|---|---|---|---|
| 2015 | +22.8% | +1.4% | +21.4 pp |
| 2016 | +0.1% | +12.0% | −11.9 pp |
| 2017 | +105.2% | +21.8% | +83.4 pp |
| 2018 | −7.0% | −4.4% | −2.6 pp |
| 2019 | +60.9% | +31.5% | +29.4 pp |
| 2020 | +3.5% | +18.4% | −14.9 pp |
| 2021 | +24.2% | +28.7% | −4.5 pp |
| 2022 | +34.8% | −18.1% | +52.9 pp |
| 2023 | +49.1% | +26.3% | +22.8 pp |
| 2024 | +56.5% | +25.0% | +31.5 pp |
S&P 500 total return by calendar year. Source: YCharts.
- Returns come from Crestrado's own live trading account, net of trading costs (spreads, commissions and swaps) and before any management or performance fee. Fees would reduce these returns.
- Half-year returns are compounded. Volatility and drawdown are calculated from half-year observations and may understate movements within each period.
- The strategy took no positions in 2025: capital was allocated to equities rather than to the FX and metals strategy described on this site. Both halves of 2025 are therefore shown as 0.0%, which is the account's return for those periods and not a loss.
- Correlation is calculated from calendar-year returns, 2015–2024, which is a short sample.
- Figures are compiled by Crestrado from its own account records and have not been audited, verified or certified by any independent party.
- Past performance does not indicate future results. Nothing on this page is an offer or a solicitation, and no investment service is offered through this website. See the Disclosures.