JP Omega US Cross Asset
Provider: JP Omega
| Annualised Return | 14.15% |
| Realised Volatility | 12.88% |
| Downside Volatility | 8% |
| Max Drawdown | -15.67% |
| Winning months | 64.96% |
| Sharpe Ratio | 1.1 |
| Sortino Ratio | 1.77 |
| Calmar Ratio | 0.9 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.86% | -0.24% | -0.14% | 5.46% | |||||||||
| 2024 | 0.94% | 2.55% | 3.51% | -6.21% | 1.44% | -3.73% | 3.36% | 3.06% | 3.81% | -0.08% | 5.89% | -2.95% | 11.45% |
| 2023 | 1.12% | -2.14% | -2.28% | 0.61% | 0.74% | 0.8% | 2.06% | -0.81% | -5.63% | 0.64% | 2.11% | 3.39% | 0.28% |
| 2022 | -1.5% | 2.78% | 3.04% | -0.68% | 5.11% | -5.63% | 0.75% | -1.83% | -6.54% | 3.23% | -0.09% | -0.69% | -2.69% |
| 2021 | -1.75% | 0.44% | 6.29% | 3.67% | 5.06% | 1.55% | -0.69% | 1.19% | -3.34% | 9.05% | -3.79% | 6.67% | 26.12% |
| 2020 | 2.93% | -4.52% | 1.27% | 2.12% | 1.18% | 0.53% | 1.47% | 0.31% | -2.72% | -3.47% | 7.28% | 2.58% | 8.74% |
| 2019 | 1.6% | 0.06% | 2.84% | -0.26% | -4.14% | 2.73% | 2.3% | 5.73% | -0.5% | 0.01% | -1.84% | 1.55% | 10.17% |
| 2018 | 7.44% | -3.58% | -1.61% | 1.23% | 0.3% | 4.81% | -1.48% | 5.95% | 2.19% | -12.17% | -0.2% | -2.15% | -0.77% |
| 2017 | 1.07% | 4.1% | -1.5% | 1.58% | 2.38% | -1.29% | 2.6% | 1.95% | -0.43% | 3.07% | 2.41% | 2.12% | 19.43% |
| 2016 | -0.28% | 1.04% | 4.55% | -1.49% | 0.12% | 8.23% | 0.53% | -0.98% | 0.56% | -4.48% | -1.24% | 1.51% | 7.8% |
| 2015 | 8.81% | -6.02% | 0.19% | -3.09% | 0.38% | -1.34% | 2.82% | -1.38% | 1.33% | 0.83% | -0.26% | -0.26% | 1.35% |
| 2014 | -3.47% | 6.83% | 0.82% | 1.67% | 2.19% | 4.24% | -2.82% | 3.04% | -3.89% | 3.51% | 4.35% | 2.03% | 19.41% |
| 2013 | 5.02% | 1.57% | 4.51% | 3.03% | -2.05% | -0.59% | 6.86% | -4.81% | 4.63% | 5.33% | 4.87% | 3% | 35.42% |
| 2012 | -0.01% | 1.31% | 1.83% | 0.1% | -0.73% | 2.27% | 4.98% | -2.96% | -0.1% | -2.02% | 0.01% | 2.81% | 7.5% |
| 2011 | 1.24% | 5.17% | 0.94% | 4.59% | -3.28% | -2.67% | 1.58% | 4.51% | -1.97% | 0.71% | 1.28% | 0.78% | 13.21% |
| 2010 | -6.97% | 6% | 8.18% | 6.68% | -7.65% | 0.81% | -0.56% | 4.18% | 2.11% | 1.69% | -1.16% | 9.62% | 23.48% |
| 2009 | -10.04% | -0.8% | 2.14% | -1.88% | -0.69% | -0.63% | 3.07% | 6.57% | 5.83% | -5.61% | 9.28% | 2.36% | 8.33% |
| 2008 | -0.11% | 1.79% | -0.61% | 0.06% | 1.71% | 3.68% | -1.42% | -4% | -6.69% | -3.2% | 13.96% | 9.78% | 14.04% |
| 2007 | 2.31% | -1.62% | 2% | 2.86% | 5.8% | -3.71% | -0.57% | 1.52% | 8.14% | 5.99% | -4.78% | 1.84% | 20.69% |
| 2006 | 7.49% | -2.3% | 4.11% | 2.89% | -4.03% | 0.28% | 2.49% | 2.24% | -0.93% | 4.81% | 3.16% | 0.66% | 22.33% |
| 2005 | -3.16% | 5.8% | -1.5% | -3.21% | 1.58% | 4.57% | 2.18% | 1.59% | -1.45% | -6.37% | 4.26% | 0.9% | 4.55% |
| 2004 | 0.31% | 1.13% | 1.47% | -6.66% | 0.55% | 0.33% | 2.68% | 3.39% | 5.61% | 3.75% | 1.79% | -1% | 13.6% |
| 2003 | 1.02% | 1.35% | -3.73% | 1.6% | 8.63% | -0.43% | -1.86% | 5.25% | -4.7% | 5.32% | 4.05% | 6.9% | 24.91% |
| 2002 | 0.53% | 2.76% | 2.02% | -0.13% | 0.25% | -0.88% | -1.05% | 1.4% | 1.43% | -2.17% | -0.18% | 6.02% | 10.18% |
| 2001 | -3.04% | -0.22% | -0.53% | 1.98% | 1.44% | 0.43% | 0.06% | 1.43% | -1.84% | 0.68% | -1.54% | -0.24% | -1.51% |
| 2000 | 0.36% | 8.09% | 0.37% | -3.09% | 2.63% | 5.83% | -6.99% | 10.92% | 3.4% | -1.6% | 2.47% | 2.22% | 26.02% |
| 1999 | 6.09% | -7.41% | 4.82% | 5.63% | -2.72% | 7.86% | -0.8% | 1.83% | 0.6% | 0.21% | 0.66% | 8.07% | 26.41% |
| 1998 | 0.68% | 0.54% | 8.38% | -1.74% | -0.11% | 5.61% | 1.36% | -6.31% | 3.34% | -0.72% | 0.41% | 7.44% | 19.53% |
| 1997 | 5.82% | -5.82% | -6.67% | 3.57% | 6.72% | 3.15% | 7.87% | -4.62% | 7.73% | -4.96% | 5.66% | 4.35% | 23.18% |
| 1996 | 0.57% | -2.22% | 2.2% | 2.33% | 1.02% | 1.97% | -2.4% | 2.92% | 5.69% | 1.18% | 7.98% | 4.56% | 28.47% |