Trade Risk Performance
All of the performance metrics you need to know about the Galahad and Lamorak trading systems.
| Portfolios | 2024 Performance | 2023 Performance | 2022 Performance | 2021 Performance |
|---|---|---|---|---|
| Roundtable Portfolio | +27.52% | +32.54%* | -10.41%* | +16.79%* |
| Galahad System | +34.59% | +57.17%* | -14.53%* | +23.54%* |
| Lamorak System | +20.45% | +7.91% | -6.29% | +10.04% |
| 60/40 Portfolio | +10.88% | +17.17% | -16.98% | +15.10% |
See Performance Disclosures: Monthly Performance. Trade Risk uses Interactive Brokers as our primary broker and reporting agent. * denotes partial or fully backtested (simulated) performance, Galahad prior to 2024.
Browse our monthly performance reports
Individual Trade Statistics
| Measurement | Lamorak System |
|---|---|
| Average Trades Per Year | 328 |
| System Win Percentage | 63.76% |
| Average Size of Winners (%) | 2.29% |
| Average Win-to-loss Ratio | 0.81 |
| Average Trade Hold Time | 4 trading days |
See Performance Disclosures: Portfolio Statistics.
Portfolio Statistics
| Measurement | Galahad System | Lamorak System | 60/40 Buy & Hold Portfolio |
|---|---|---|---|
| Start Date of Measurements | 2018 | 2006 | 2006 |
| Compound Annual Growth Rate | +23.14% | +17.35% | +7.28% |
| Largest 3 Drawdowns | -23.62%, -19.50%, -15.60% | -18.80%, -14.34%, -13.01% | -32.57%, -22.78%, -21.70% |
| Sharpe Ratio | 0.99 | 1.23 | 0.62 |
| MAR Ratio | 0.98 | 0.92 | 0.21 |
| Correlation to 60/40 Portfolio | 0.64 | 0.13 | Benchmark |
Galahad invests up to 130% at times and Lamorak up to 150% at times, see Performance Disclosures: Portfolio Statistics.
Not a trading system subscriber?
Take a look behind the curtain and learn more about the Galahad and Lamorak trading systems to find out how they can help you manage your own trading accounts. Get access for 14 days, for just $1. No auto-enrollment or strings attached.