top of page

Monthly Performance

This chart presents the rolling monthly performance of B*, evaluated on a daily basis.

Last updated: October 30, 2025

Average of rolling annualized monthly Sharpe ratio: 3.07

Average of rolling monthly return: 4.46%

All performances is before the fee is charged.

Note!

The rolling annualized monthly Sharpe ratio is calculated on a daily basis by annualizing the daily Sharpe ratio over the preceding 30 days. Each data point represents the annualized Sharpe ratio for the most recent 30-day period ending on that day. The rolling monthly return is computed in a similar manner, with each value reflecting the return for the previous 30 days.

bottom of page