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Monthly Report: June 2026
Net Asset Value - USD denomination
All statistics are calculated using Robuxio Equities (Robuxio EQ).
Benchmark: S&P 500 (SPY) and 60/40 balanced portfolio.
1. Performance in June 2026
Robuxio Equities returned -2.1% in June 2026, compared to -1.0% for the S&P 500 and -0.5% for the 60/40 benchmark. NAV value. After fees.
2. Performance YTD
Year to date, Robuxio Equities returned +8.2%, compared to +10.1% for the S&P 500 and +6.2% for the 60/40 benchmark. NAV value. After fees.
3. Volatility
Annualized volatility in June: Robuxio EQ 13.3%, S&P 500 17.9%, 60/40 11.6%.
How We Calculate Rolling Volatility
For each day t, we take the previous 30 daily returns:
ri = (Balancei - Balancei-1) / Balancei-1
Daily Vol = StdDev(r1, r2, ..., r30)
Annualized Vol = Daily Vol × √252
Standard deviation is calculated using the population formula (dividing by N, not N-1). Annualization uses √252 to account for 252 trading days in traditional financial markets.
4. Rolling Correlation
30-day rolling correlation between Robuxio EQ and benchmarks.
Average YTD correlation: Robuxio EQ vs S&P 500 +0.72.
5. The Numbers
Key metrics across Robuxio EQ and benchmarks - Net Asset Value, USD denomination.
June 2026
| Strategy | Return | Max Drawdown | Volatility (ann.) |
|---|---|---|---|
| Robuxio Equities | -2.1% | -3.1% | 13.3% |
| S&P 500 | -1.0% | -4.5% | 17.9% |
| 60/40 Portfolio | -0.5% | -2.9% | 11.6% |
January 2018 to June 2026
| Strategy | Total Return | CAGR | Max Drawdown | Volatility (ann.) | Sharpe |
|---|---|---|---|---|---|
| Robuxio Equities | +815% | 29.8% | -8.2% | 12.5% | 2.16 |
| S&P 500 | +217% | 14.5% | -33.7% | 19.2% | 0.81 |
| 60/40 Portfolio | +119% | 9.7% | -21.7% | 12.1% | 0.83 |
NAV value. After fees.
6. June 2026 Monthly Review
June was a modest giveback month for Robuxio Equities. The portfolio returned -2.1% net, compared with -1.0% for the S&P 500 and -0.5% for the 60/40 benchmark. NAV value. After fees. The month was choppy rather than directional: early pressure from geopolitical and oil-price risk gave way to a relief rally, then renewed uncertainty around the June FOMC meeting. That stop-start tape left limited follow-through for trend and momentum signals.
Sleeve behavior was broadly consistent with that backdrop. Equity mean reversion contributed about +0.7%, helped by repeated reversals around headlines, while short-term tactical was close to flat. The main drags came from tactical allocation at about -1.1% and crisis hedging at about -1.0%; equity momentum and real assets trend were also modestly negative. In short, the sleeve that benefits from choppiness helped, while trend, allocation, and hedging sleeves carried costs as early stress faded rather than developing into a sustained risk-off regime.
Year-to-Date Performance
Year to date, the risk-adjusted picture stays intact even as the portfolio trails the index on raw return:
| Metric | Portfolio | S&P 500 | 60/40 |
|---|---|---|---|
| Return (net) | +8.2% | +10.1% | +6.2% |
| Annualized volatility | 10.3% | 14.2% | 9.4% |
| Sharpe ratio (ann.) | 1.6 | 1.5 | 1.4 |
| Max drawdown | −3.5% | −8.9% | −5.9% |
Year to date, Robuxio Equities returned +8.2% versus +10.1% for the S&P 500. The portfolio trails the index on raw return, but with lower realized risk: annualized volatility of 10.3% versus 14.2%, max drawdown of −3.5% versus −8.9%, and a Sharpe ratio of 1.6 versus 1.5. The main year-to-date return engines remain equity mean reversion and equity momentum, while crisis hedging is the only negative sleeve year to date, which is an expected cost when stress periods do not persist.
Average year-to-date correlation to the S&P 500 was +0.72. The portfolio remains meaningfully linked to equity markets, but not as a one-for-one index exposure.
The longer record remains the main context. Since inception, Robuxio Equities has compounded at roughly 30% per year versus about 15% for the S&P 500, while holding its deepest drawdown to around −8% against roughly −34% for the index, for a Sharpe of about 2.2 versus 0.8. June was not a concerning month for the strategy; it was a modest loss in a headline-driven market, with sleeve behavior broadly matching the price action and risk remaining contained. (Performance prior to 2026 is backtested and hypothetical.)
For further information, please refer to the following resources:
Pavel Kycek
CEO & Co-Founder, Robuxio
Performance data prior to 2026 is based on backtested results and does not represent actual trading. Backtested performance is hypothetical and has inherent limitations. Past performance does not guarantee future results.
For informational purposes only. This is not investment advice or an offer to invest. Past performance is not indicative of future results. All investments involve risk, including possible loss of capital. Full product documentation and risk disclosures will be provided prior to launch.