Annualised Return | 11.68% |
Realised Volatility | 21.82% |
Downside Volatility | 15.62% |
Max Drawdown | -54.48% |
Winning months | 60.99% |
Sharpe Ratio | 0.54 |
Sortino Ratio | 0.75 |
Calmar Ratio | 0.21 |
Viking Ratio | 0.37 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 8.68% | -1.3% | -3.39% | 0.45% | 2.33% | 3.62% | -1.57% | 8.63% | |||||
2024 | 12.03% | 4.05% | 2.76% | -5.97% | 1.36% | -0.01% | -3.76% | 10.07% | 0.46% | -1.38% | 10.07% | -7.97% | 21.34% |
2023 | 3.81% | 3.57% | 8.89% | 4.97% | -8.03% | 10.99% | -7.11% | 0.05% | -3.35% | -1.12% | 9.66% | 1.33% | 23.8% |
2022 | -7.24% | 6.17% | 1.78% | -9.76% | -2.8% | -14.87% | 7.95% | -4.45% | -0.96% | 13.18% | 2.03% | 4.86% | -7.42% |
2021 | -9.81% | 9.81% | 0.63% | 7.82% | -2.8% | 1.99% | 4.32% | 2.27% | -4.6% | 0.89% | -11.06% | 13.3% | 10.22% |
2020 | 0.36% | -9.54% | -12.33% | 11.98% | 4.99% | -7.63% | 7.28% | 2.51% | 5.44% | -3.05% | 15.54% | 5.26% | 18.17% |
2019 | 13.28% | 6.16% | 5.06% | -4.36% | -3% | 12.48% | 2.04% | 5.19% | -1.74% | -0.01% | -5.28% | 2.76% | 35.33% |
2018 | 6.16% | -1.35% | -0.47% | 5.28% | 2.72% | -2.69% | -3.32% | 3.79% | 5.15% | -8.7% | 8.16% | -10.36% | 2.43% |
2017 | 3.1% | 4.07% | 2.73% | 3.59% | 4.83% | -2.63% | 6% | -3.9% | 0.76% | 9.05% | 0.73% | -0.44% | 30.84% |
2016 | 6.68% | 0.74% | 7.81% | 1.6% | 1.97% | 8.16% | -2.96% | -0.53% | 0.97% | -0.91% | -1.47% | 5.78% | 30.69% |
2015 | -3.48% | 4.06% | -2.27% | -0.01% | 4.22% | -0.23% | 7.01% | -3.54% | -4.27% | 1.62% | 0.88% | -3.26% | 0.01% |
2014 | 3.27% | 3.4% | 1.92% | -4.57% | 8.67% | 0.16% | -5.4% | 4.44% | -2.71% | 8.4% | 6.15% | 1.9% | 27.41% |
2013 | 14.28% | 1.96% | 2.55% | 0.52% | 1.24% | -2.18% | 8.94% | -5.07% | 1.44% | 9.28% | 0.76% | 1.38% | 39.29% |
2012 | 11.51% | -3.23% | 3.83% | -1.64% | -5.72% | 7.52% | -5.57% | 2.36% | 4.9% | -5.5% | 2.97% | 1.7% | 12.1% |
2011 | 7.19% | 9.9% | -3.6% | -2.96% | 5.76% | -5.65% | -7.41% | -10.12% | -3.15% | 1.65% | 1.92% | 2.24% | -6.12% |
2010 | 3.08% | 2.27% | 8.04% | 0.38% | -7.68% | -5.32% | -6.97% | -7.26% | 16.24% | -1.12% | 1.21% | 7.57% | 7.9% |
2009 | 5.73% | -20.29% | 1.1% | 13.72% | -0.7% | 3.38% | -2.16% | 6.64% | 9.58% | 1.25% | 9.79% | 0.23% | 26.71% |
2008 | -10.37% | -2.78% | -0.09% | -0.34% | -0.43% | -2.59% | 2.08% | 4.67% | -7.28% | -14.19% | -27.2% | 3.69% | -45.99% |
2007 | 11.5% | 0.13% | 6.93% | -2.08% | 3.65% | -6.27% | -1.05% | 7% | 2.93% | 3.26% | 2.3% | 3.32% | 35.09% |