USA Equity

Results as of 2022-12-31

Evovest US Equity Strategy aims to create superior returns when compared to a passive equal weighted portfolio of the biggest US companies over a complete market cycle.

The underlying strategy relies on the automation and enhancement of the fundamental investment process of a portfolio manager, using artificial intelligence (AI).

The strategy presents a medium risk profile through diversification by design, with a volatility similar to its benchmark, by taking positions in more than 50 constituents in the United States.

Summary

Evovest Benchmark
Annualized return 15.3% 8.8%
Alpha 6.4% NA
Annualized std 22.0% 21.3%
Reward / Risk 0.69 0.41
Max drawdown -27.6% -26.6%
Tracking error 7.5% NA
Beta 0.97 1.00
Evovest Benchmark
QTD 5.7% 9.6%
YTD -6.5% -17.5%
TTM -6.5% -17.5%
Last 3Y Annualized 12.6% 5.8%

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 5.4% 1.0% 0.6% -3.3% 8.9% 1.9% -1.0% -0.3% 1.9% 3.8% 1.8% 22.1%
2020 -1.0% -10.1% -18.7% 12.6% 5.7% 8.6% 4.4% 5.2% -4.1% -1.3% 17.1% 5.1% 19.7%
2021 -0.2% 6.3% 2.1% 7.0% 0.5% -0.8% 0.1% 3.7% -3.3% 8.8% -4.0% 5.4% 27.7%
2022 -6.6% -0.7% 6.8% -6.6% 0.4% -6.2% 9.9% 2.1% -9.5% 3.6% 7.3% -5.0% -6.5%