Benchmark: 3-Sleeve vs SPY vs 60/40
Log Equity Curve · Drawdown · Risk/Return
METRIC
CAGR
Vol
Max DD
Sharpe
SPY
11%
18%
-25%
0.6
60/40
8%
10%
-15%
0.75
3-Sleeve Drift
12%
10.4%
-12%
1.01
Log Equity Curve · Drawdown · Risk/Return
METRIC
CAGR
Vol
Max DD
Sharpe
SPY
11%
18%
-25%
0.6
60/40
8%
10%
-15%
0.75
3-Sleeve Drift
12%
10.4%
-12%
1.01