Aperiodic Factors
Get StartedPricingFactor CatalogPerformanceTeam
Talk to us
Aperiodic · PerformanceAs of Sep 14, 2026

Factor performance

01All factors

Sep 15, 2025 – Sep 14, 2026
8597110122134146Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Supply Velocity
7 Factor Composite
Polaris
Enhanced Carry
Altair
Margin Risk
Retail Flow
Relative Illiquidity
Featured
Supply Velocity
AF-SUPVsupply_velocity
CAGR
+39.80%
Ann. vol (1Y)
14%
Sharpe (1Y)
2.46
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
+0.53%
1Y
+13.66%
Ann. vol
11%
Sharpe
1.31
Max DD
-12.3%
98103107112116121Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Margin RiskAF-MRGN
Derivatives
YTD
+2.89%
1Y
+11.40%
Ann. vol
11.6%
Sharpe
1.07
Max DD
-12.2%
98101105108112116Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Retail FlowAF-RFLW
Flow
YTD
+2.78%
1Y
-2.91%
Ann. vol
11.2%
Sharpe
-0.23
Max DD
-17.2%
92949699101103Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Supply VelocityAF-SUPV
On-Chain
YTD
+11.90%
1Y
+39.92%
Ann. vol
14%
Sharpe
2.50
Max DD
-23.2%
97106116126136145Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
PolarisAF-PLR
Momentum
YTD
+11.61%
1Y
+20.40%
Ann. vol
14.3%
Sharpe
1.38
Max DD
-17.1%
95102108115121128Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Relative IlliquidityAF-ILQ
Liquidity
YTD
-4.33%
1Y
-6.63%
Ann. vol
14.9%
Sharpe
-0.33
Max DD
-20.3%
89919497100102Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Enhanced CarryAF-CRYX
Carry
YTD
+8.45%
1Y
+18.73%
Ann. vol
10.2%
Sharpe
1.75
Max DD
-15.3%
98103109115121127Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Enhanced Mean ReversionAF-MRX
Reversal
YTD
-5.29%
1Y
-14.13%
Ann. vol
9.8%
Sharpe
-1.47
Max DD
-15.3%
8487919498102Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Mean ReversionAF-MR
Reversal
YTD
-4.78%
1Y
+7.98%
Ann. vol
14.5%
Sharpe
0.52
Max DD
-22.6%
97103109115121127Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Instantaneous MomentumAF-IMOM
Momentum
YTD
+17.55%
1Y
+35.03%
Ann. vol
12.2%
Sharpe
2.51
Max DD
-16.5%
97106115124133143Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Instantaneous VolatilityAF-IVOL
Volatility
YTD
+1.88%
1Y
-5.70%
Ann. vol
12.1%
Sharpe
-0.39
Max DD
-39.1%
91939598100103Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Open Interest DivergenceAF-OID
Derivatives
YTD
-2.04%
1Y
-2.53%
Ann. vol
15.3%
Sharpe
-0.04
Max DD
-21.5%
89929598101105Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Enhanced MomentumAF-MOMX
Momentum
YTD
+8.13%
1Y
+12.97%
Ann. vol
13%
Sharpe
1.02
Max DD
-15.2%
9498103107112117Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
MomentumAF-MOM
Momentum
YTD
-2.54%
1Y
-4.95%
Ann. vol
14.6%
Sharpe
-0.25
Max DD
-20.1%
8689929699102Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
7 Factor CompositeAF-COMP
Multi-Factor
YTD
+10.67%
1Y
+25.77%
Ann. vol
10.3%
Sharpe
2.32
Max DD
-14.1%
97104112119126133Sep 25Nov 25Jan 26Mar 26May 26Jul 26Sep 26
Aperiodic Factors

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

aperiodic.io
Registered office
Aperiodic Limited
136 Capel StreetDublin, D01 T2C9Ireland
Factors
  • Get started
  • Pricing
  • Factor catalog
  • Performance
Data & API
  • API docs
  • Data room
  • Request a data sample
Company
  • Team
  • Contact
  • Talk to us
  • Terms of service
  • Privacy policy

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

Registered in Ireland · Company No. 815273

© 2026 Aperiodic Limited