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Methodology

More accurate drawdown and performance history

We fixed a calculation issue that could hide intraday losses and understate a vault's maximum drawdown.

  • Every equity interval is now included in the time-weighted return index, using a flow-neutral (Modified Dietz) adjustment for deposits and withdrawals.
  • Detailed daily, weekly and monthly history is merged with lifetime history for a finer equity curve.
  • All tracked vaults were recalculated — for example, Cold Process now shows its true historical drawdown of −13.8%.