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US All ETFs Top Buys

Provider: C8 Studio
Annualised Return 11.32%
Realised Volatility 13.01%
Downside Volatility 9.24%
Max Drawdown -20.85%
Winning months 64.58%
Sharpe Ratio 0.87
Sortino Ratio 1.23
Calmar Ratio 0.54
Viking Ratio 0.49
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 1.79% 5.25% 2.76% -4.55% 5.79% 3.08% -0.03% 1.69% 1.6% -0.44% 17.84%
2023 6.96% -4.55% 2.13% 0.05% 3.05% 6.39% 3.46% -1.62% -2.91% -2.49% 9.51% 6.52% 28.57%
2022 -1.58% -0.42% 5.19% -5.95% 0.38% -6.22% 8.28% 2.79% -9.57% 10.28% -0.76% -4.07% -3.55%
2021 -0.04% 2.21% -2.31% -0.02% 5.46% 1.18% -1.52% 2.29% 0.65% 2.48% -3.94% 6.34% 13.03%
2020 -0.04% -7.02% -10.11% 9.17% 1.06% 1.09% 8.96% 7.46% -3.94% -2.04% 12% 7.2% 23.26%
2019 1.46% -0.72% 0.94% 1.54% -6.83% 6.79% 1.86% -0.69% -0.18% 1.84% 1.16% 2.71% 9.76%
2018 3.39% -2.82% -0.58% 1.43% 0.6% 0.96% -0.47% 3.82% 1.14% -7.85% -0.31% -6.04% -7.16%
2017 4.1% 2.61% 1.59% 1.6% 1.48% 0.86% 2.88% -1.25% 3.62% 3.43% 1.84% 2.59% 28.36%
2016 -5.08% 0.84% 2.21% 0.87% -0.59% 0.96% 5.02% 0.49% 1.68% -1.45% 2.28% 2.89% 10.23%
2015 1.54% 2.37% -0.07% 0.4% 0.59% -0.89% 2.47% -10.21% -4.55% 4.31% 1.35% -0.31% -3.78%
2014 -2.98% 3.81% -0.81% -0.99% 1.58% 2.09% -3.19% 2.38% -3.75% 1.81% 2.3% -0.93% 0.97%
2013 4.24% 0.62% 4.25% 1.22% 1.04% -1.42% 5.38% -2.35% 5.65% 2.21% 1.72% 1.66% 26.69%
2012 6.87% 1.96% 2.09% 0.33% -9.21% 5.91% 1.48% 0.5% 3.47% -2.52% 1.01% -1.62% 9.71%
2011 -2.98% 4.34% 0.73% 4.65% -3.41% -1.15% 0.07% -3.93% -7.07% -2% 0.38% -0.77% -11.13%
2010 -1.18% 3.04% 4.3% 3.12% -0.12% 1.13% 1.2% 3.3% 1.4% 3.58% 0.28% 6.11% 29.25%
2009 -1.53% -0.63% 1.21% 0.48% 8.83% -1.72% 7.97% 1.89% 4.29% -2.28% 2.92% -1.97% 20.41%
2008 0% 1.48% 1.48%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).