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Aperiodic · PerformanceAs of Nov 02, 2026

Factor performance

01All factors

Nov 03, 2025 – Nov 02, 2026
8896104111119126Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Supply Velocity
Enhanced Carry
7 Factor Composite
Polaris
Altair
Margin Risk
Retail Flow
Relative Illiquidity
Featured
Supply Velocity
AF-SUPVsupply_velocity
CAGR
+22.81%
Ann. vol (1Y)
10.9%
Sharpe (1Y)
1.94
Max drawdown (1Y)
-7.6%

02Per-factor breakdown

AF-ALTAF-MRGNAF-RFLWAF-SUPVAF-PLRAF-ILQAF-CRYXAF-MRXAF-MRAF-IMOMAF-IVOLAF-OIDAF-MOMXAF-MOMAF-COMP
AltairAF-ALT
Liquidity
YTD
-3.28%
1Y
+5.49%
Ann. vol
11.5%
Sharpe
0.50
Max DD
-12.3%
99102105108112115Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Margin RiskAF-MRGN
Derivatives
YTD
-2.07%
1Y
+0.01%
Ann. vol
12.7%
Sharpe
0.06
Max DD
-12.2%
9698101103106109Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Retail FlowAF-RFLW
Flow
YTD
-4.95%
1Y
-5.27%
Ann. vol
11.3%
Sharpe
-0.40
Max DD
-17.2%
9598101104107110Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Supply VelocityAF-SUPV
On-Chain
YTD
+13.59%
1Y
+24.19%
Ann. vol
10.9%
Sharpe
1.98
Max DD
-23.2%
97103109114120126Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
PolarisAF-PLR
Momentum
YTD
+2.14%
1Y
+7.71%
Ann. vol
14%
Sharpe
0.56
Max DD
-17.1%
9299105111117123Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Relative IlliquidityAF-ILQ
Liquidity
YTD
-9.75%
1Y
-6.21%
Ann. vol
11.1%
Sharpe
-0.54
Max DD
-20.3%
909397101104108Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Enhanced CarryAF-CRYX
Carry
YTD
+9.77%
1Y
+12.55%
Ann. vol
10%
Sharpe
1.30
Max DD
-15.3%
98102107111116120Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Enhanced Mean ReversionAF-MRX
Reversal
YTD
-7.29%
1Y
-7.10%
Ann. vol
4.8%
Sharpe
-1.53
Max DD
-16.4%
9193959799101Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Mean ReversionAF-MR
Reversal
YTD
-5.56%
1Y
-0.40%
Ann. vol
11.8%
Sharpe
0.05
Max DD
-22.6%
97101105109113117Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Instantaneous MomentumAF-IMOM
Momentum
YTD
+12.15%
1Y
+18.16%
Ann. vol
11.8%
Sharpe
1.49
Max DD
-16.5%
96103109116123130Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Instantaneous VolatilityAF-IVOL
Volatility
YTD
+2.98%
1Y
-2.91%
Ann. vol
11.7%
Sharpe
-0.22
Max DD
-39.1%
92949799102104Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Open Interest DivergenceAF-OID
Derivatives
YTD
-6.81%
1Y
-3.63%
Ann. vol
11.3%
Sharpe
-0.28
Max DD
-21.5%
939699102105108Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Enhanced MomentumAF-MOMX
Momentum
YTD
+0.48%
1Y
+4.75%
Ann. vol
11.9%
Sharpe
0.41
Max DD
-15.2%
9498103107111115Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
MomentumAF-MOM
Momentum
YTD
-7.71%
1Y
-4.72%
Ann. vol
11.9%
Sharpe
-0.33
Max DD
-20.1%
909397100103106Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
7 Factor CompositeAF-COMP
Multi-Factor
YTD
+2.44%
1Y
+10.93%
Ann. vol
10.9%
Sharpe
1.02
Max DD
-14.1%
97103109114120126Nov 25Jan 26Mar 26May 26Jul 26Sep 26Nov 26
Aperiodic Factors

Institutional cross-sectional alpha factors for digital-asset desks — extracted from liquidity, flow and market microstructure metrics.

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Provided for informational purposes only; not investment advice, a recommendation, or an offer to transact. Past performance is not indicative of future results.

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