C8 US Equities - Sentiment
Provider: C8 Studio
| Annualised Return | 15.57% |
| Realised Volatility | 16.07% |
| Downside Volatility | 10.78% |
| Max Drawdown | -26.04% |
| Winning months | 66.9% |
| Sharpe Ratio | 0.97 |
| Sortino Ratio | 1.44 |
| Calmar Ratio | 0.6 |
| Viking Ratio | 0.37 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.59% | -3.09% | -6.45% | 0.15% | 7.69% | 7.02% | 2.78% | 2.07% | 2.93% | 0.2% | 18.42% | ||
| 2024 | 2.77% | 6.74% | 3.65% | -3.74% | 4.93% | 3.53% | -0.54% | 2.16% | 2.66% | -0.78% | 4.98% | -0.53% | 28.49% |
| 2023 | 7.07% | -4.52% | 4.13% | 2.7% | 0.83% | 5.7% | 3.45% | 0.23% | -4.82% | -0.61% | 8.75% | 4.35% | 29.7% |
| 2022 | -4.37% | -2.95% | 3.46% | -11.05% | 0.82% | -8.29% | 11.49% | -5.34% | -11.26% | 8.84% | 5.65% | -6.11% | -20.15% |
| 2021 | -1.46% | 3.34% | 3.65% | 6.44% | 0.85% | 2.68% | 1.6% | 2.26% | -4.85% | 7.02% | -0.79% | 2.53% | 25.21% |
| 2020 | 1.05% | -8.16% | -10.59% | 16.38% | 6.7% | 1.9% | 4.96% | 7.78% | -5.6% | -3.1% | 11.3% | 3.99% | 25.76% |
| 2019 | 9.07% | 2.99% | 3.4% | 5.35% | -5.95% | 5.89% | 0.59% | -2.37% | 0.06% | 2.8% | 4.07% | 3.7% | 32.85% |
| 2018 | 7.76% | -1.83% | -2.61% | 1.24% | 5.18% | 0.26% | 2.89% | 3.41% | 0.53% | -9.44% | 3.1% | -7.8% | 1.27% |
| 2017 | 4.79% | 5.3% | 1.4% | 2.6% | 3.2% | -0.7% | 3.25% | 1.38% | 0.71% | 2.86% | 1.79% | 0.29% | 30.21% |
| 2016 | -6.24% | -1.1% | 5.72% | 0.44% | 2.93% | -2.27% | 5.39% | 0.8% | 0.71% | -1.76% | 1.26% | 1.01% | 6.48% |
| 2015 | -2.66% | 6.29% | -1.52% | 0.51% | 1.69% | -0.4% | 4.67% | -7.23% | -3.65% | 9.71% | -0.2% | -1.66% | 4.47% |
| 2014 | -2.73% | 4.76% | -1.5% | -0.96% | 3.94% | 2.54% | -0.7% | 3.86% | -1.78% | 2.58% | 2.06% | -0.77% | 11.49% |