About

Babeshkin Risk Monitor is a personal project built by a quantitative investor to answer one question: is it safe to be in the market right now?

Background

Quantitative investor since 2019 with a background in IT and software engineering. Based in Andorra. This risk framework is part of a portfolio management system in development since 2022.

2019

Started investing

Began managing a personal portfolio. Learned early that understanding risk matters more than picking winners.

2021

Went quantitative

Started building systematic strategies: backtesting, factor models, risk management.

2022

Risk framework born

Built the first version of this risk model. The 2022 bear market was the first live test. Live public tracking begins December 2022.

2023 – Present

Full-time quantitative investor

Managing an 8-figure personal portfolio across 4 systematic strategies. All rules-based, fully automated. This risk framework is one piece of it.

Why Make It Public

Most risk tools like this sit behind Bloomberg terminals or hedge fund paywalls.

The score updates daily. The track record is public. Judge it by the numbers.

Track Record

Backtest Period2003 – 2026

Annualized Return12.9%

Strategy Sharpe1.05

Max Drawdown−14.6%

vs S&P 500 Max Drawdown−54.6%

Results independently verified on a third-party simulation platform. Live public tracking begins December 2022.

Skin in the Game

The creator manages an 8-figure personal portfolio using systematic quantitative strategies built on this risk framework. This model is used for hedging portfolios and dramatically reducing drawdown levels, achieving Sharpe ratios of 1.56 to 1.88 over the period since 2002.

Disclaimer

This dashboard and all content provided are for informational and educational purposes only. Nothing presented here constitutes investment advice, a recommendation, or a solicitation to buy or sell any security. The creator is not a licensed financial advisor. Past performance, whether backtested or live, does not guarantee future results. Use at your own risk.

View performance →babeshkin.com