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% |