Performance

Transparent. Documented. Timestamped.

Soundmark Capital Research is a rules-based market risk model designed to identify market risk regimes and inform defensive positioning.

The Model Gets Defensive When It Matters Most.

In its strongest defensive years, 2018, 2020 and 2025, equity beta fell to 0.49, 0.14 and 0.42, while the model generated 15.8%, 28.0% and 11.9% alpha, respectively.

  • Live Start Date

    May 2025

  • Cumulative Return

    39.76%

  • Annualized Return

    29.71%

  • Ann. Volatility (Strategy)

    13.6%

  • Sharpe Ratio (Strategy)

    1.92

  • Max Draw Down (Strategy)

    -9.25%

Backtest | Jan 2015 - April 2025

Growth of $10,000 | Strategy vs. S&P500

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Live Start | May 2025 - Present

Growth of $10,000 | Strategy vs. S&P500

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Max Drawdown

Strategy vs. S&P500

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Monthly Returns

Research Studies