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INDEX TOP10

BESTCOPYTRADE

10232.45

(+0.36 %)

Л
  • Total Return YTD

    Daily change

    +46.04 %

    (-0.02 %)

  • Total Return YTD

    Daily change

    +22.14 %

    (-0.11 %)

  • Total Return YTD

    Daily change

    +22.54 %

    (-0.04 %)

  • Total Return YTD

    Daily change

    +14.17 %

    (0.00 %)

  • Total Return YTD

    Daily change

    +7.97 %

    (0.00 %)

  • Total Return YTD

    Daily change

    +15.23 %

    (-0.09 %)

  • Total Return YTD

    Daily change

    +9.31 %

    (0.00 %)

  • Total Return YTD

    Daily change

    +23.17 %

    (0.00 %)

  • Total Return YTD

    Daily change

    +11.34 %

    (-0.01 %)

  • Total Return YTD

    Daily change

    +17.08 %

    (0.00 %)

Ы

The desire of any individual to explore the world around him is limitless, and at the epicenter of his judgments about different phenomena is the possibility of comparing and contrasting one with another. The ability to compare the activities of people in one area of activity is a fundamental need for a thinking person. For example, we compare one football player with another in terms of the number of created chances to open the score, created accurate passes, interceptions, etc. It is the comparison in terms of a set of indicators that allows us to determine the best specialist in a particular area.

We often compare ourselves with other human beings on different aspects and this allows us to acknowledge our strengths and weaknesses. All this is part of the comprehensive self-development of us as individuals and improves the person's understanding of the external environment. Variety is unique, and in order to understand the uniqueness of a phenomenon, it is necessary to have a reliable system of assessment and criteria for comparison.

Trading and portfolio investment information can also be compared. There are millions of investors in the world, and each of them has its own history of successes and failures, achievements and defeats. To be a successful trader, you do not need to know rocket science or have an IQ at the Einstein level. Often, a successful trader is a combination of two factors - the ability to think strategically and be disciplined.

Acknowledging the fact how rapidly the copy trading is progressing, we decided to simplify the process of assessing the effectiveness of portfolios of different copy investors and create their ratings based on a system of indicators and criteria. These indicators include annualized profitability, volatility, and a system of coefficients that commensurate profitability with risk exposure.

For your consideration introduced access to the 3 most popular, in our opinion, trader evaluation systems based on the volatility of their portfolio, annualized return, and integral rating score.

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Ranking
by Ranking score
Be on the side of the best copy trading strategies
We have made a comprehensive and integral based assessment and selected the best copy portfolios for copy trading
Traders RScore
RScore - is integral indicator for measuring the effectiveness of a trading strategy. The formula to calculate of the indicator was defined empirically and represents the following combination of metrics: (Sharp + Sortino + Calmar + Alpha x 5) x 100 + 1000. The higher the rating score, the more attractive the strategy is in terms of its efficiency.
Median Return
M Return - is one of the most important indicators of a trader's success. It is computed based on the calculation of the median average for the sample of trader's portfolio trading data, gathered on the monthly basis. The measured number of the median average for the portfolio is multiplied by 12 to obtain its annual value. Thus, Median Return = Median average * 12.
Sharpe
Sharp - ratio is an indicator of the effectiveness of an investment strategy, which is calculated as the ratio of the average portfolio return (Ann. Return) adjusted for the risk-free rate to the standard deviation of the portfolio.
Sortino
Sortino - is an indicator of the effectiveness of an investment strategy, which is calculated as the ratio of the average portfolio return (Ann. Return) adjusted for the risk-free rate to the standard deviation of the portfolio, excluding positive deviations in the fluctuations in the value of the investment portfolio.
Calmar
Calmar - is an indicator of the effectiveness of an investment strategy, which is calculated as the average value of the return on an investment strategy (Ann. Return) to the value of its maximum drawdown.
Alpha
Alpha - Jensen's alpha (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. The Jensen's alpha aims to do this and is calculated using a simple formula: Jensen's alpha = Portfolio return - [Risk Free Rate + Portfolio Beta * (Market Return - Risk Free Rate)]
Beta
Beta -
Max DD
Max DD - a maximum drawdown (MDD) is the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
 cphequities
1968 28.56% 1.68 4.47 2.55 19.48% 0.59 -11.18%
 olivierdanvel
1859 8.40% 3.42 3.42 1.32 8.66% -0.02 -6.36%
 fab_zan
1743 32.40% 1.51 3.66 1.28 19.59% 0.83 -25.24%
 liborvasa
1679 23.04% 1.47 3.06 1.62 12.85% 0.76 -14.23%
 rubymza
1656 23.94% 1.56 2.95 1.45 11.96% 0.74 -16.52%
 alderique
1646 23.34% 1.49 3.01 1.54 8.44% 0.91 -15.20%
 gserdan
1639 42.18% 1.50 2.46 1.07 27.05% 0.94 -39.24%
 harryh1993
1637 25.14% 0.99 3.22 1.68 9.63% 0.94 -14.99%
 iiapad0ks
1637 30.96% 1.37 2.68 1.54 15.77% 0.99 -20.08%
 petrbalas
1621 30.96% 1.03 2.71 1.69 15.49% 1.01 -18.30%
Сlick to get more details
Ranking
by Volatility
Low risk is a wise decision for long term capital creation
We have made a selection of the strategies with positive return and lowest volatility for better servicing to idea «slow and steady wins the race»
Traders RScore
RScore - is integral indicator for measuring the effectiveness of a trading strategy. The formula to calculate of the indicator was defined empirically and represents the following combination of metrics: (Sharp + Sortino + Calmar + Alpha x 5) x 100 + 1000. The higher the rating score, the more attractive the strategy is in terms of its efficiency.
Median Return
M Return - is one of the most important indicators of a trader's success. It is computed based on the calculation of the median average for the sample of trader's portfolio trading data, gathered on the monthly basis. The measured number of the median average for the portfolio is multiplied by 12 to obtain its annual value. Thus, Median Return = Median average * 12.
Sharpe
Sharp - ratio is an indicator of the effectiveness of an investment strategy, which is calculated as the ratio of the average portfolio return (Ann. Return) adjusted for the risk-free rate to the standard deviation of the portfolio.
Sortino
Sortino - is an indicator of the effectiveness of an investment strategy, which is calculated as the ratio of the average portfolio return (Ann. Return) adjusted for the risk-free rate to the standard deviation of the portfolio, excluding positive deviations in the fluctuations in the value of the investment portfolio.
Calmar
Calmar - is an indicator of the effectiveness of an investment strategy, which is calculated as the average value of the return on an investment strategy (Ann. Return) to the value of its maximum drawdown.
Alpha
Alpha - Jensen's alpha (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. The Jensen's alpha aims to do this and is calculated using a simple formula: Jensen's alpha = Portfolio return - [Risk Free Rate + Portfolio Beta * (Market Return - Risk Free Rate)]
Beta
Beta -
Max DD
Max DD - a maximum drawdown (MDD) is the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
 olivierdanvel
1859 8.40% 3.42 3.42 1.32 8.66% -0.02 -6.36%
 spxhedgefund
1347 13.56% 0.95 1.42 0.85 4.90% 0.58 -15.93%
 rubymza
1656 23.94% 1.56 2.95 1.45 11.96% 0.74 -16.52%
 alderique
1646 23.34% 1.49 3.01 1.54 8.44% 0.91 -15.20%
 liborvasa
1679 23.04% 1.47 3.06 1.62 12.85% 0.76 -14.23%
 empiricist
1600 24.48% 1.51 2.88 1.07 10.91% 0.85 -22.91%
 richardstroud
1483 18.84% 1.11 2.25 0.83 12.84% 0.40 -22.63%
 cphequities
1968 28.56% 1.68 4.47 2.55 19.48% 0.59 -11.18%
 capimatt
1180 8.04% 0.46 0.85 0.40 1.96% 0.41 -20.26%
 daniel4653
1207 10.56% 0.60 0.99 0.26 4.54% 0.40 -40.88%
Сlick to get more details
Ranking
by Profitability
Positive increment of capital growth is a key of wealth crafting
We have made a selection of copy portfolio by profitability with robust statistical model that will minimize a risk of fortuitous and contingency
Traders RScore
RScore - is integral indicator for measuring the effectiveness of a trading strategy. The formula to calculate of the indicator was defined empirically and represents the following combination of metrics: (Sharp + Sortino + Calmar + Alpha x 5) x 100 + 1000. The higher the rating score, the more attractive the strategy is in terms of its efficiency.
Median Return
M Return - is one of the most important indicators of a trader's success. It is computed based on the calculation of the median average for the sample of trader's portfolio trading data, gathered on the monthly basis. The measured number of the median average for the portfolio is multiplied by 12 to obtain its annual value. Thus, Median Return = Median average * 12.
Sharpe
Sharp - ratio is an indicator of the effectiveness of an investment strategy, which is calculated as the ratio of the average portfolio return (Ann. Return) adjusted for the risk-free rate to the standard deviation of the portfolio.
Sortino
Sortino - is an indicator of the effectiveness of an investment strategy, which is calculated as the ratio of the average portfolio return (Ann. Return) adjusted for the risk-free rate to the standard deviation of the portfolio, excluding positive deviations in the fluctuations in the value of the investment portfolio.
Calmar
Calmar - is an indicator of the effectiveness of an investment strategy, which is calculated as the average value of the return on an investment strategy (Ann. Return) to the value of its maximum drawdown.
Alpha
Alpha - Jensen's alpha (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. The Jensen's alpha aims to do this and is calculated using a simple formula: Jensen's alpha = Portfolio return - [Risk Free Rate + Portfolio Beta * (Market Return - Risk Free Rate)]
Beta
Beta -
Max DD
Max DD - a maximum drawdown (MDD) is the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
 gserdan
1639 42.18% 1.50 2.46 1.07 27.05% 0.94 -39.24%
 fab_zan
1743 32.40% 1.51 3.66 1.28 19.59% 0.83 -25.24%
 petrbalas
1621 30.96% 1.03 2.71 1.69 15.49% 1.01 -18.30%
 iiapad0ks
1637 30.96% 1.37 2.68 1.54 15.77% 0.99 -20.08%
 cphequities
1968 28.56% 1.68 4.47 2.55 19.48% 0.59 -11.18%
 edoreld
1579 27.96% 1.30 2.85 1.09 10.79% 1.10 -25.24%
 jeppekirkbonde
1611 27.24% 1.14 3.01 1.32 12.67% 1.01 -20.63%
 conhoulihan
1417 26.76% 0.84 2.17 0.82 6.83% 1.17 -32.61%
 reinhardtcoetzee
1582 25.20% 1.24 2.91 1.24 8.60% 1.02 -20.33%
 harryh1993
1637 25.14% 0.99 3.22 1.68 9.63% 0.94 -14.99%
Сlick to get more details

67% of retail investor accounts lose money when trading CFDs with this provider. You should
consider whether you can afford to take the high risk of losing your money.

Past performance is not an indication of future results.
Trading history presented is less than 5 complete years and may not suffice as basis for investment decision.

Copy trading is a portfolio management service, provided by eToro (Europe) Ltd.,
which is authorised and regulated by the Cyprus Securities and Exchange Commission.