Aurian · Performance

Live dashboard

Full transparency, real-time visibility. Every investor sees their own account through their brokerage platform.

Every investor sees their own account in real time.

Through their brokerage platform, investors view every position, trade and balance directly. Aurian provides structured reporting layered on top, but the source of truth is always your broker-level data, not a filtered dashboard.

Drawdown thresholds are predefined. If limits are reached, exposure is automatically reduced. Not discretionarily managed.

Real-time equity tracking at broker level
Drawdown monitoring with automatic de-risking at 12%
Structured monthly performance updates from Aurian
Full trade log visible in your brokerage dashboard
Independent verifiability with no reliance on Aurian reporting

Current trading interval profit$2,822.20

Open Trades Profit$498.04

Closed Trades Profit$2,324.17

Trade results$75,020.00

Fees v-$30,008.00

Net Deposit v$121,000.00

Net Profit$45,012.00

Balance$166,012.00

Funds$166,510.04

Illustrative example for demonstration purposes. Past performance is not indicative of future results.

Book drawdown

Rolling drawdown of the aggregate portfolio across the full track record.
Structural diversification keeps peak drawdown within stated tolerance across every historical regime, from the Global Financial Crisis through Covid to the 2022 rate cycle.

Max drawdown

-11.5%

Full track record 2003 - 2026

Live max drawdown

-0.3%

Live period 2025 - 2026

Avg drawdown

-2.1%

Time-weighted, monthly

Recovery time

3.4mo

Median across historical drawdowns

Simulated performance shown for 2003 - 2024. Live performance from 2025 onwards. Illustrative example for demonstration purposes. Past performance is not indicative of future results.

Correlation matrix

Pairwise correlation between the fifteen live strategies.
Structural diversification is a hard requirement: every new strategy must correlate below 0.30 with everything already in the book. Current book average sits at 0.11, maximum at 0.28.

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0.30 correlation gate

Illustrative example for demonstration purposes. Past performance is not indicative of future results.

Monthly performance

Aggregate portfolio track record of the fifteen deployed strategies, individually backtested on tick-level historical data from 2003 onwards.
Simulated performance from 2003 through 2024, live performance from 2025 onwards.
Rows are clearly distinguished so investors can see the transition from historical backtest to live capital allocation.

Simulated backtest Live performance

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD

Simulated performance shown for 2003 - 2024 is derived from historical backtests of the deployed strategy portfolio using tick-level historical data. Live performance from 2025 onwards reflects the actual results of the systematic portfolio under real market conditions. Illustrative example for demonstration purposes. Past performance is not indicative of future results.

FAQ Performance

The portfolio is structured toward long-term performance in the 60%+ range, subject to prevailing market conditions. This target is pursued within a strict risk framework. Return without controlled drawdown is not the objective.

No. All systematic trading involves risk, and market conditions can produce losses. Aurian targets strong risk-adjusted returns through disciplined strategy construction and rigorous risk governance, but outcomes are never guaranteed.

Risk is evaluated on total equity including open floating positions, not just closed trades. Key metrics include equity volatility, peak-to-trough drawdown and real-time exposure levels. Automatic de-risking activates at 12% portfolio drawdown, with a hard-stop breaker at 15%.

Exposure is reduced or suspended automatically. Volatility brakes and de-risking mechanisms are built into the system. They do not depend on manual intervention.

Resilience under stress is a design requirement, not an afterthought. The portfolio is stress-tested against historical crisis scenarios including 2008 and March 2020. During live conditions, volatility controls and exposure reduction mechanisms activate automatically as market stress escalates.

Yes. Each investor account is individually held at a regulated broker and verifiable in real time through that platform. Aurian is progressing toward additional external audit structuring as part of its long-term institutional positioning.

See all FAQ

Systematic alpha, Aurian's edge