Annualised Return | 2.69% |
Realised Volatility | 1.31% |
Downside Volatility | 1.35% |
Max Drawdown | -1.68% |
Winning months | 82.11% |
Sharpe Ratio | 2.05 |
Sortino Ratio | 1.99 |
Calmar Ratio | 1.59 |
Viking Ratio | 0.63 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.56% | 0.06% | 0.55% | 0.14% | 0.66% | 0.53% | 0.98% | 0.74% | 0.51% | 4.83% | |||
2023 | 0.83% | 0.43% | 0.03% | 0.57% | 0.16% | 0.29% | 0.68% | 0.46% | 0.28% | 0.44% | 0.85% | 0.9% | 6.09% |
2022 | -0.22% | -0.19% | -0.35% | -0.36% | 0.3% | -0.57% | 0.33% | 0.16% | -0.4% | -0.03% | 0.78% | 0.4% | -0.17% |
2021 | -0.02% | -0.18% | -0.21% | 0.11% | 0.2% | 0.01% | 0.03% | 0.05% | 0.11% | -0.24% | -0.28% | 0.25% | -0.18% |
2020 | 0.73% | 0.6% | -1.68% | 1.1% | 0.74% | 0.61% | 0.32% | 0.18% | 0.02% | 0.1% | 0.18% | 0.1% | 3.01% |
2019 | 0.65% | 0.46% | 0.73% | 0.43% | 0.38% | 0.43% | 0.27% | 0.62% | -0.01% | 0.07% | 0.31% | 0.02% | 4.43% |
2018 | 0.12% | 0.06% | -0.04% | 0.17% | 0.21% | 0.13% | 0.31% | 0.33% | 0.15% | 0.1% | -0.1% | -0.12% | 1.32% |
2017 | 0.12% | 0.21% | 0.26% | 0.03% | 0.21% | 0.13% | 0.28% | 0.18% | 0.09% | 0.3% | 0.12% | 0.17% | 2.11% |
2016 | 0.08% | 0% | 0.08% |