C8 US Equities - Sentiment
Provider: C8 Studio
| Annualised Return | 15.28% |
| Realised Volatility | 16.26% |
| Downside Volatility | 10.87% |
| Max Drawdown | -25.98% |
| Winning months | 66.41% |
| Sharpe Ratio | 0.94 |
| Sortino Ratio | 1.41 |
| Calmar Ratio | 0.59 |
| Viking Ratio | 0.39 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.76% | 6.72% | 3.64% | -3.74% | 4.92% | 3.51% | -0.52% | 2.17% | 2.65% | -0.81% | 5.54% | 29.81% | |
| 2023 | 7.04% | -4.52% | 4.11% | 2.71% | 0.82% | 5.69% | 3.47% | 0.22% | -4.81% | -0.61% | 8.73% | 4.35% | 29.63% |
| 2022 | -4.36% | -2.94% | 3.47% | -11.03% | 0.83% | -8.29% | 11.48% | -5.32% | -11.25% | 8.85% | 5.65% | -6.1% | -20.07% |
| 2021 | -1.51% | 3.47% | 3.59% | 6.44% | 0.86% | 2.67% | 1.61% | 2.26% | -4.85% | 7.02% | -0.8% | 2.55% | 25.23% |
| 2020 | 1.03% | -8.16% | -10.58% | 16.38% | 6.69% | 1.91% | 4.95% | 7.78% | -5.6% | -3.11% | 11.3% | 3.99% | 25.73% |
| 2019 | 9.01% | 3.01% | 3.45% | 5.3% | -5.97% | 6.02% | 0.6% | -2.35% | 0.06% | 2.79% | 4.05% | 3.69% | 32.93% |
| 2018 | 7.75% | -1.79% | -2.64% | 1.14% | 5.16% | 0.3% | 2.9% | 3.41% | 0.53% | -9.4% | 3.11% | -7.8% | 1.26% |
| 2017 | 4.78% | 5.27% | 1.27% | 2.57% | 3.01% | -0.7% | 3.18% | 1.21% | 0.69% | 2.87% | 1.79% | 0.3% | 29.43% |
| 2016 | -6.2% | -1.16% | 5.8% | 0.45% | 2.85% | -2.06% | 5.4% | 0.87% | 0.91% | -1.9% | 1.49% | 1.03% | 7.1% |
| 2015 | -2.69% | 6.3% | -1.47% | 0.74% | 1.7% | -0.55% | 4.67% | -7.3% | -3.66% | 9.73% | -0.13% | -1.83% | 4.41% |
| 2014 | -2.71% | 4.86% | -1.58% | -1.06% | 3.91% | 2.69% | -0.83% | 3.81% | -1.91% | 2.63% | 2.17% | -0.74% | 11.4% |