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Divergence between Darwin return and actual return

Hi All,

The ‘back tester’ on SCS for example shows a 20% divergence from when they joined end July 2018 - giving 4% to an investor rather than the 24% the darwin got,

Is the only way to get this info via the backtester?

The monthly divergence & Latency on the dashboard is at only -0.11 which makes me wonder how its calculated?


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The figure you have described is the current divergence. The historical divergence can be seen from the Investors tab (tick the Divergence box).
You can see from the screenshot that the divergence went to a massive -8% back in March (to howls of protest from some Investors).


Very informative - thanks!