JP Omega US Cross Asset
Provider: JP Omega
| Annualised Return | 13.05% |
| Realised Volatility | 11.83% |
| Downside Volatility | 7.54% |
| Max Drawdown | -14.62% |
| Winning months | 65.73% |
| Sharpe Ratio | 1.1 |
| Sortino Ratio | 1.73 |
| Calmar Ratio | 0.89 |
| Viking Ratio | 0.39 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.3% | -0.19% | -0.1% | 1.48% | 0.27% | 0.34% | 1.62% | 0.87% | 9.88% | ||||
| 2024 | 0.97% | 2.41% | 3.19% | -5.72% | 1.45% | -3.68% | 3.39% | 2.8% | 3.46% | -0.05% | 5.36% | -2.67% | 10.79% |
| 2023 | 1.14% | -2.12% | -2.26% | 0.64% | 0.77% | 0.82% | 2.09% | -0.78% | -5.6% | 0.67% | 2.13% | 3.42% | 0.58% |
| 2022 | -1.47% | 2.68% | 2.76% | -0.59% | 4.64% | -5.08% | 0.7% | -1.63% | -6.34% | 3.26% | -0.07% | -0.67% | -2.4% |
| 2021 | -1.72% | 0.46% | 5.81% | 3.34% | 4.62% | 1.43% | -0.61% | 1.11% | -3.02% | 8.26% | -3.46% | 6.12% | 23.84% |
| 2020 | 2.66% | -4.22% | 1.29% | 1.97% | 1.09% | 0.5% | 1.35% | 0.3% | -2.44% | -3.2% | 6.67% | 2.36% | 8.16% |
| 2019 | 1.51% | 0.08% | 2.59% | -0.21% | -3.76% | 2.52% | 2.1% | 5.2% | -0.43% | 0.03% | -1.65% | 1.43% | 9.5% |
| 2018 | 6.72% | -3.22% | -1.43% | 1.13% | 0.29% | 4.37% | -1.32% | 5.41% | 2.02% | -11.08% | -0.16% | -1.97% | -0.47% |
| 2017 | 0.98% | 3.72% | -1.34% | 1.45% | 2.18% | -1.14% | 2.38% | 1.8% | -0.37% | 2.81% | 2.22% | 1.95% | 17.8% |
| 2016 | -0.26% | 0.98% | 4.12% | -1.32% | 0.13% | 7.46% | 0.51% | -0.87% | 0.53% | -4.05% | -1.11% | 1.39% | 7.31% |
| 2015 | 7.95% | -5.44% | 0.19% | -2.83% | 0.41% | -1.31% | 2.72% | -1.23% | 1.23% | 0.77% | -0.21% | -0.21% | 1.49% |
| 2014 | -3.45% | 6.53% | 0.76% | 1.53% | 2% | 3.87% | -2.54% | 2.78% | -3.52% | 3.2% | 3.98% | 1.88% | 17.78% |
| 2013 | 4.54% | 1.45% | 4.11% | 2.78% | -1.85% | -0.52% | 6.27% | -4.38% | 4.24% | 4.89% | 4.5% | 2.79% | 32.23% |
| 2012 | 0.02% | 1.2% | 1.67% | 0.11% | -0.63% | 2.08% | 4.52% | -2.66% | -0.07% | -1.8% | 0.03% | 2.57% | 7.04% |
| 2011 | 1.14% | 4.68% | 0.87% | 4.18% | -2.97% | -2.4% | 1.46% | 4.12% | -1.77% | 0.67% | 1.19% | 0.73% | 12.19% |
| 2010 | -6.94% | 6.03% | 7.52% | 6.07% | -6.94% | 0.76% | -0.49% | 3.8% | 1.94% | 1.56% | -1.04% | 8.78% | 21.46% |
| 2009 | -10.02% | -0.77% | 2.17% | -1.85% | -0.67% | -0.61% | 3.1% | 6.59% | 5.57% | -5.33% | 8.67% | 2.16% | 7.79% |
| 2008 | -0.09% | 1.64% | -0.52% | 0.08% | 1.57% | 3.35% | -1.26% | -3.6% | -6.56% | -3.18% | 13.53% | 8.86% | 12.94% |
| 2007 | 2.1% | -1.44% | 1.82% | 2.61% | 5.27% | -3.35% | -0.5% | 1.4% | 7.41% | 5.5% | -4.37% | 1.71% | 18.95% |
| 2006 | 6.77% | -2.06% | 3.74% | 2.64% | -3.65% | 0.28% | 2.28% | 2.06% | -0.82% | 4.4% | 2.91% | 0.63% | 20.42% |
| 2005 | -3.13% | 5.57% | -1.33% | -3.09% | 1.61% | 4.2% | 2% | 1.46% | -1.3% | -5.78% | 3.89% | 0.83% | 4.38% |
| 2004 | 0.3% | 1.04% | 1.35% | -6.37% | 0.57% | 0.36% | 2.7% | 3.1% | 5.09% | 3.43% | 1.65% | -0.89% | 12.55% |
| 2003 | 0.94% | 1.23% | -3.47% | 1.6% | 7.79% | -0.37% | -1.66% | 4.78% | -4.25% | 4.85% | 3.71% | 6.33% | 22.75% |
| 2002 | 0.55% | 2.58% | 1.85% | -0.09% | 0.25% | -0.77% | -0.93% | 1.28% | 1.31% | -1.94% | -0.14% | 5.45% | 9.58% |
| 2001 | -3.01% | -0.19% | -0.51% | 2.01% | 1.46% | 0.44% | 0.07% | 1.31% | -1.65% | 0.65% | -1.47% | -0.22% | -1.21% |
| 2000 | 0.35% | 7.31% | 0.36% | -2.78% | 2.4% | 5.31% | -6.35% | 9.91% | 3.13% | -1.45% | 2.29% | 2.06% | 23.75% |
| 1999 | 5.51% | -6.85% | 4.53% | 5.1% | -2.44% | 7.13% | -0.7% | 1.69% | 0.57% | 0.21% | 0.62% | 7.39% | 24.1% |
| 1998 | 0.63% | 0.51% | 7.57% | -1.56% | -0.08% | 5.11% | 1.26% | -5.73% | 3.05% | -0.63% | 0.4% | 6.79% | 17.89% |
| 1997 | 5.26% | -5.27% | -6.65% | 3.59% | 6.44% | 2.87% | 7.15% | -4.19% | 7.04% | -4.51% | 5.17% | 4% | 21.19% |
| 1996 | 0.54% | -2.14% | 2.17% | 2.12% | 0.94% | 1.8% | -2.15% | 2.66% | 5.18% | 1.1% | 7.3% | 4.2% | 25.97% |