A data-driven system that builds portfolio analytics from raw financial data and applies dynamic rebalancing based on market conditions.
| Frequency | Metric | Dynamic | Buy & Hold | Difference | Winner |
|---|---|---|---|---|---|
| Quarterly | Cumulative Return | 383.8% | 183.3% | +200.5% | Dynamic ✓ |
| Quarterly | Annualized Return | 37.1% | 23.2% | +13.9% | Dynamic ✓ |
| Quarterly | Ann. Volatility | 28.2% | 20.3% | +7.9% | Buy&Hold ✓ |
| Quarterly | Return/Vol Efficiency | 1.316 | 1.142 | +0.174 | Dynamic ✓ |
| Quarterly | Max Drawdown | -28.0% | -29.2% | +1.2% | Dynamic ✓ |
| Semiannual | Cumulative Return | 351.3% | 183.3% | +168.1% | Dynamic ✓ |
| Semiannual | Annualized Return | 35.2% | 23.2% | +12.0% | Dynamic ✓ |
| Semiannual | Ann. Volatility | 24.9% | 20.3% | +4.6% | Buy&Hold ✓ |
| Semiannual | Return/Vol Efficiency | 1.412 | 1.142 | +0.270 | Dynamic ✓ |
| Semiannual | Max Drawdown | -30.4% | -29.2% | -1.2% | Buy&Hold ✓ |
| Annual | Cumulative Return | 352.8% | 183.3% | +169.6% | Dynamic ✓ |
| Annual | Annualized Return | 35.3% | 23.2% | +12.1% | Dynamic ✓ |
| Annual | Ann. Volatility | 25.1% | 20.3% | +4.9% | Buy&Hold ✓ |
| Annual | Return/Vol Efficiency | 1.404 | 1.142 | +0.261 | Dynamic ✓ |
| Annual | Max Drawdown | -33.0% | -29.2% | -3.8% | Buy&Hold ✓ |