Peer benchmark
vs world's top systematic funds (public estimates)
| Fund / Strategy |
Sharpe |
Annual |
Max DD |
Calmar |
AUM |
| Glixi Institutional (backtest) | 4.32 | +88.9% | −5.0% | 17.80 | $1M paper |
| Glixi Aggressive (backtest) | 4.09 | +155.6% | −9.6% | 16.27 | $1M paper |
| Renaissance Medallion (internal) | ~2.5* | +39% net | ~−10% | ~3.9 | $10B (closed) |
| Citadel Wellington | ~1.8 | +15% | ~−10% | ~1.5 | $65B |
| Millennium Mgmt | ~2.0 | +13% | ~−8% | ~1.6 | $60B |
| D.E. Shaw Composite | ~1.5 | +12% | ~−10% | ~1.2 | $55B |
| Two Sigma Compass | ~1.2 | +9% | ~−12% | ~0.8 | $60B |
| Brevan Howard Master | ~1.5 | +12% | ~−15% | ~0.8 | $35B |
| Bridgewater Pure Alpha | ~1.0 | +10% | ~−20% | ~0.5 | $80B |
| AQR Absolute Return | ~0.6 | +6% | ~−25% | ~0.2 | $145B |
| Man AHL Diversified | ~0.8 | +8% | ~−20% | ~0.4 | $35B |
| Winton Diversified | ~0.6 | +6% | ~−18% | ~0.3 | $13B |
| HFR Macro Index (avg) | ~0.6 | +5.2% | ~−18% | ~0.3 | industry |
| S&P 500 Total Return | ~0.5 | +10% | −55% (08) | ~0.2 | index |
* Renaissance Medallion long-term Sharpe est. 2.5; early years (1990s–2000s) reported above 6. Source: Gregory Zuckerman, The Man Who Solved the Market. ·
Peer figures: 10-year averages from 13F/ADV public filings, Eurekahedge, HFR. Glixi figures: backtest 2018–2026 with WFA OOS validation 12.5y. Live performance pending.
Compounding projection on $1M base
Backtest-implied · live performance typically 50–70% of backtest
| Fondo |
Annual |
Year 1 |
Year 3 |
Year 5 |
Year 10 |
| Glixi Institutional | +88.9% | $1.89M | $6.74M | $24.1M | $580M |
| Glixi Aggressive | +155.6% | $2.56M | $16.7M | $109M | $11.6B |
Projection assumes constant compounding with no fee drag or capacity decay. Forward live performance is historically 50–70% of backtest figures due to slippage, latency, and regime shifts. Use these numbers as upper-bound reference, not as a target.