Index performance

Index performance — 3-month

NAV rebased to 100 · net of fees

Apr 13 – Jul 12, 2026

Loading the baskets…

How a basket's index is calculated

Each basket is a weighted set of sleeves — one disciplined strategy per asset. Each sleeve's weight is its share of the basket, and the weights always sum to 100%. The index compounds each sleeve's weighted trade returns over time; it starts at 100 and is redrawn daily.

index NAV = 100 × ∏ ( 1 + Σ sleeve weight × strategy trade return )

Returns are already leverage- and fee-adjusted at the strategy level. Backtested and live-paper trades are labelled throughout (see each basket's Live / BT split). The very same engine our desk uses to compare strategies, set weights and deploy produces these numbers.

Match me to a basket Answer six short questions and we'll map you to a weighted blend across the baskets, matched to your risk band.

Important. Figures shown are the deployed strategies' backtested & simulated paper track record over the trailing three months (additive, leverage- & fee-adjusted) — not live client returns, and they can be negative. Backtested and paper performance is hypothetical, has inherent limitations, and is not indicative of future results. Nothing here is an offer, solicitation, or a guarantee of returns. Capital is at risk. HedgedBAC never takes custody of client capital — you retain custody and control at all times.