PrysmAlgo is committed to transparent, accurate performance reporting. This page outlines our measurement standards and reporting practices for institutional investors.
All returns are calculated net of fees using time-weighted return methodology. Equity curves reflect actual portfolio values at marked-to-market prices.
We report Sharpe ratio, Sortino ratio, Calmar ratio, maximum drawdown, volatility, beta, and alpha relative to relevant benchmarks.
Performance is compared against S&P 500, hedge fund indices, and 60/40 portfolios to provide context for risk-adjusted outcomes.
Monthly reports include strategy-level attribution, instrument breakdown, and trade analytics for complete transparency.
Comprehensive monthly reports delivered to all qualified investors with real-time dashboard access between reporting periods.
Past performance is not indicative of future results. All figures represent demo data for illustrative purposes unless otherwise stated in official investor reports.
View Performance Dashboard