Aperiodic · PerformanceAs of Jun 11, 2026
Factor performance
01All factorsCumulative · rebased to 100
Featured
Polaris
AF-PLRpolaris
CAGR
+31.63%
Ann. vol (1Y)
14.1%
Sharpe (1Y)
2.02
Max drawdown (1Y)
-7%
02By factor14 factors
Per-factor breakdown
PolarisAF-PLR
Momentum
YTD
+13.17%
1Y
+32.78%
Ann. vol
14.1%
Sharpe
2.08
Max DD
-16.9%
AltairAF-ALT
Liquidity
YTD
-4.93%
1Y
+18.66%
Ann. vol
10.4%
Sharpe
1.71
Max DD
-12.4%
MomentumAF-MOM
Momentum
YTD
-1.07%
1Y
+5.78%
Ann. vol
15%
Sharpe
0.46
Max DD
-20.1%
Enhanced MomentumAF-MOMX
Momentum
YTD
+9.26%
1Y
+24.97%
Ann. vol
13.1%
Sharpe
1.77
Max DD
-15.2%
Instantaneous MomentumAF-IMOM
Momentum
YTD
+17.54%
1Y
+52.50%
Ann. vol
12.2%
Sharpe
3.51
Max DD
-15.3%
Mean ReversionAF-MR
Reversal
YTD
+6.23%
1Y
+19.93%
Ann. vol
14.6%
Sharpe
1.33
Max DD
-22.4%
Enhanced Mean ReversionAF-MRX
Reversal
YTD
-5.13%
1Y
-12.12%
Ann. vol
9.7%
Sharpe
-1.28
Max DD
-14.3%
Enhanced CarryAF-CRYX
Carry
YTD
+10.80%
1Y
+22.91%
Ann. vol
10.3%
Sharpe
2.06
Max DD
-15%
Instantaneous VolatilityAF-IVOL
Volatility
YTD
+3.28%
1Y
-0.41%
Ann. vol
12.2%
Sharpe
0.04
Max DD
-38.6%
Relative IlliquidityAF-ILQ
Liquidity
YTD
-1.15%
1Y
-4.15%
Ann. vol
15%
Sharpe
-0.20
Max DD
-20.3%
Retail FlowAF-RFLW
Flow
YTD
+8.07%
1Y
+0.64%
Ann. vol
10.8%
Sharpe
0.11
Max DD
-17.2%
Open Interest DivergenceAF-OID
Derivatives
YTD
+0.73%
1Y
+3.49%
Ann. vol
15.4%
Sharpe
0.31
Max DD
-21.5%
Margin RiskAF-MRGN
Derivatives
YTD
+2.81%
1Y
+15.00%
Ann. vol
12%
Sharpe
1.23
Max DD
-12.2%
Supply VelocityAF-SUPV
On-Chain
YTD
-0.75%
1Y
+25.42%
Ann. vol
13.4%
Sharpe
1.74
Max DD
-23.4%