Annualised Return | 18.74% |
Realised Volatility | 11.14% |
Downside Volatility | 8.58% |
Max Drawdown | -7.78% |
Winning months | 69.23% |
Sharpe Ratio | 1.68 |
Sortino Ratio | 2.19 |
Calmar Ratio | 2.41 |
Viking Ratio | 0 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.76% | 3.4% | 2.33% | -3.36% | 3.94% | 2.17% | 1.15% | 2.45% | 1.68% | -0.78% | 15.53% | ||
2023 | 4.14% | -0.8% | 3.12% | 2.26% | 1.31% | 3.77% | 2.19% | -0.67% | -3.97% | -1.3% | 4.73% | 2.35% | 18.09% |
2022 | -7.78% | 5.78% | 4.74% | -4.03% | -1.94% |