NDR Smart Sector Model
Provider: Ned Davis Research
| Annualised Return | 10.86% |
| Realised Volatility | 12.45% |
| Downside Volatility | 7.12% |
| Max Drawdown | -28.36% |
| Winning months | 63.84% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 1.52 |
| Calmar Ratio | 0.38 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.02% | -0.9% | -4.94% | -0.01% | 4.87% | 1.76% | |||||||
| 2024 | 1.03% | 4.55% | 2.68% | -4.38% | 3.93% | 2.65% | 1.48% | 2.43% | 2.12% | -1.25% | 6.61% | -3.25% | 19.61% |
| 2023 | 5.57% | -2.29% | 3.19% | 1.39% | -0.29% | 6.39% | 2.99% | -1.76% | -4.68% | -1.92% | 5.18% | 4.47% | 18.99% |
| 2022 | -3.95% | -1.3% | 0.75% | -7.98% | -0.21% | -4.28% | 4.48% | -4.03% | -7.51% | 3.94% | 5.97% | -5.57% | -19.03% |
| 2021 | -0.83% | 2.93% | 4.27% | 5.09% | 0.9% | 2.24% | 2.04% | 2.68% | -4.44% | 6.94% | -0.36% | 4.13% | 28.18% |
| 2020 | -0.01% | -8.39% | -6.95% | 7.38% | 6.11% | 2.43% | 5.56% | 7.08% | -3.39% | -2.58% | 10.24% | 3.76% | 21.05% |
| 2019 | 5.78% | 2.89% | 2.38% | 2.89% | -6.46% | 6.47% | 1.05% | -1.29% | 1.64% | 1.92% | 3.43% | 2.9% | 25.56% |
| 2018 | 5.34% | -3.43% | -2.25% | 0.58% | 2.03% | 0.87% | 3.44% | 3.07% | 0.73% | -6.93% | 2.4% | -4.18% | 0.94% |
| 2017 | 1.58% | 3.63% | -0.25% | 0.78% | 1.24% | 0.41% | 1.99% | 0.09% | 2.13% | 2.27% | 2.75% | 0.92% | 18.94% |
| 2016 | -3.65% | 0.25% | 4.56% | 0.18% | 1.44% | 0.67% | 3.52% | 0.16% | 0.06% | -1.93% | 4.27% | 1.82% | 11.63% |
| 2015 | -2.85% | 5.79% | -1.6% | 0.56% | 1.58% | -1.81% | 2.97% | -4.05% | -2.01% | 7.87% | 0.36% | -1.16% | 5.08% |
| 2014 | -3.16% | 4.58% | 0.78% | 0.72% | 2.32% | 1.99% | -1.1% | 3.87% | -1.26% | 2.57% | 3.04% | -0.3% | 14.68% |
| 2013 | 5.56% | 1.36% | 3.9% | 2.17% | 2.44% | -1.33% | 5.18% | -2.72% | 3.22% | 4.37% | 2.73% | 2.42% | 33.13% |
| 2012 | 4.04% | 4.42% | 3.07% | -0.64% | -5.97% | 4.09% | 1.25% | 2.42% | 2.66% | -1.49% | 0.92% | 1.07% | 16.48% |
| 2011 | 2.21% | 3.7% | 0.26% | 3.06% | -0.7% | -1.7% | -1.82% | -4.47% | -6.92% | 11.05% | 0.1% | 0.88% | 4.66% |
| 2010 | -3.7% | 3.39% | 6.03% | 2.16% | -7.84% | -5.04% | 6.92% | -4.45% | 5.31% | 4.08% | 0.44% | 6.52% | 13.07% |
| 2009 | -4.11% | -5.14% | 4.91% | 8.91% | 5.91% | 0.57% | 7.34% | 4.08% | 3.83% | -2.16% | 5.9% | 2.16% | 35.9% |
| 2008 | -3.33% | -1.18% | -0.1% | 2.15% | 2.96% | -6.58% | -0.58% | 0.94% | -4.15% | -7.69% | -2.24% | 1.19% | -17.64% |
| 2007 | 1.68% | -2.03% | 1.34% | 4.16% | 3.99% | -1.54% | -2.71% | 1.1% | 4.07% | 2.1% | -4.57% | 0.2% | 7.59% |
| 2006 | 2.92% | -0.04% | 1.47% | 1.77% | -2.59% | 0.68% | 1.39% | 2.05% | 2.25% | 3.19% | 2.27% | 0.93% | 17.4% |
| 2005 | -2.16% | 2.07% | -1.68% | -1.95% | 1.65% | 0.39% | 3.87% | -0.78% | 1.03% | -1.44% | 3.85% | 0% | 4.7% |
| 2004 | 1.94% | 1.65% | -1.42% | -1.66% | 1.09% | 2.43% | -2.85% | 0.62% | 1.19% | 1.58% | 4.21% | 2.99% | 12.17% |
| 2003 | -2.3% | -0.92% | 2.17% | 8.87% | 5.44% | 1.45% | 1.6% | 1.74% | -1.22% | 5.51% | 0.87% | 5.14% | 31.61% |
| 2002 | -0.98% | -0.39% | 3.97% | -5.06% | 0.78% | -3.47% | -4% | 0.67% | -5.69% | 5.21% | 5.33% | -6.23% | -10.3% |
| 2001 | 3.55% | -4.78% | -3.05% | 4.51% | 0.57% | -1.74% | -0.48% | -3.12% | -4.79% | 0.95% | 4.48% | 0.82% | -3.63% |
| 2000 | -4.86% | -2.51% | 10.62% | -2.43% | -2.53% | 1.28% | -1.07% | 6.63% | -4.13% | -1.42% | -4.18% | 1.31% | -4.39% |
| 1999 | 5.37% | -2.44% | 3.7% | 5.68% | -2.48% | 5.97% | -2.82% | -1.16% | -1.89% | 4.99% | 2.28% | 6.7% | 25.69% |
| 1998 | 5.8% | 5.8% |