Window (Monthly)

Monthly Return (%)

Alpha

Sharpe Ratio

Win Rate (%)

2

2.19

0.0382

0.2799

60.61

3

2.63

0.0388

0.2901

62.17

6

2.36

0.0404

0.2921

61.90

12

2.59

0.0406

0.2979

62.31

24

1.99

0.0327

0.2330

59.84

36

1.48

0.0263

0.1985

56.98