Track Record
Track Record
Publicly tracked since January 2023 · Data retrieved September 30, 2026
Annualized performance
- Annualized return
- +41.22%
- S&P 500 annualized return
- +20.30%
- Annualized excess return
- +20.92%
Data through September 30, 2026 · Source: Collective2 · Benchmark: S&P 500 (price return)
Growth of $100
Parnalia Equities vs S&P 500 (price return) · monthly returns as reported by Collective2
Trailing returns
| Period | Parnalia Equities | S&P 500 (price return) |
|---|---|---|
| 1 year | +58.31% | +18.98% |
| 2 years (p.a.) | +35.03% | +16.66% |
| 3 years (p.a.) | +36.13% | +19.47% |
Complete months to August 2026 · Source: Collective2 · Benchmark: S&P 500 (price return)
Annual returns
| Year | Parnalia Equities | S&P 500 (price return) |
|---|---|---|
| 2023 | +78.59% | +24.23% |
| 2024 | +35.96% | +23.31% |
| 2025 | +3.65% | +16.39% |
| 2026 YTD | +46.60% | +12.06% |
Additional statistics
| Cumulative return | +268.89% S&P 500 (price return): +99.81% |
|---|---|
| Best rolling 12 months | +111.41% 12 months to October 2024 · S&P 500 (price return): +36.03% (to October 2024) |
| Worst rolling 12 months | -13.28% 12 months to November 2025 · S&P 500 (price return): +6.81% (to March 2025) |
| Annualized volatility | 40.91% S&P 500: 12.57% |
| Max drawdown | -44.67% |
| Max drawdown duration | 123 days December 6, 2024 to April 8, 2025 |
| Calmar ratio | 0.92 |
| Sharpe ratio | 1.02 |
| Sortino ratio | 1.48 |
| Average holding period | ~203 days |
|---|---|
| Trades per year | ~63 |
| Total tracked trades | 235 |
| Win rate | 56.60% |
| Winning months | 28 of 46 |
| Profit factor | 2.90 |
| Days tracked | 1,372 |
| Beta | 1.16 |
|---|---|
| S&P 500 correlation | 0.56 |
Reported by Collective2, except cumulative return, the rolling 12-month returns, annualized volatility, the Calmar ratio, and trades per year, which this site calculates from the reported series — see Methodology & disclosures.
Cumulative return, the rolling 12-month returns and annualized volatility are measured from January 2023 over complete calendar months. Collective2's own statistics cover its full tracked history, which begins in late December 2022 — so its month and trade counts exceed the series shown on this page.
Data retrieved September 30, 2026 · Source: Collective2 · Benchmark: S&P 500 (price return)
Independent platforms
Methodology & disclosures
Strategy statistics and strategy returns reported by Collective2 are displayed without modification. Figures this site calculates are identified in the paragraphs below and in the note beneath the additional statistics. Data was retrieved from Collective2 on September 30, 2026; the daily series it reports runs through September 30, 2026, and the monthly series through September 2026.
Public tracking on Collective2 began in late December 2022. The monthly and annual series on this page are shown from January 2023, the strategy's first full calendar month of tracking; the partial December 2022 month is excluded. Statistics computed by Collective2 — annualized return, maximum drawdown and its duration, beta, correlation, Sharpe and Sortino ratios, profit factor, trade count, win rate, winning months, holding period, and days tracked — cover the strategy's full tracked history. Collective2 computes beta and correlation against the S&P 500 without stating which index variant it uses, and on its own return frequency; annualized volatility is calculated by this site from monthly returns from January 2023. The two bases differ, so the beta reported here need not equal the figure the correlation and volatility on this page would imply.
The benchmark is the S&P 500 price index, excluding dividends. Benchmark monthly and annual returns are calculated from S&P 500 index levels reported alongside Collective2's source data, using the same monthly frequency as the strategy series.
The Growth of $100 chart compounds each reported monthly return from an initial value of $100. Cumulative return represents the ending value of that compounded series relative to the initial $100, for both the strategy and the benchmark.
The benchmark's annualized return is calculated by this site from its Growth of $100 series over the calendar days from the start of January 2023 to September 30, 2026. The strategy's annualized return is Collective2's own figure over its full tracked history, by Collective2's own method; the two bases differ by the four trading days of late December 2022. Annualized excess return is the difference between the two, in percentage points.
Annualized volatility, best and worst rolling 12-month returns, and trailing-period returns are calculated by this site from the monthly returns described above, over complete calendar months only; the current month, still in progress, is excluded. Volatility is the standard deviation of monthly returns scaled to a year. Rolling 12-month returns compound each window of twelve consecutive months. Trailing-period returns compound the most recent window of each supported length — one, two, three, five and ten years — as the cumulative return at one year and an annualized per-year rate for longer periods, both series over the identical window. These figures are not among those Collective2 reports through its API and cannot be checked against the platform.
The Calmar ratio divides Collective2's annualized return by its maximum drawdown. Trades per year divides Collective2's trade count by its days tracked.
Collective2 independently tracks the strategy's transaction history and reported performance; SavvyTrader maintains a public view of the portfolio and its returns. Past performance does not guarantee future results. See the full disclosures for important information about the content on this site.