NDR Smart Sector Model
Provider: Ned Davis Research
| Annualised Return | 11.27% |
| Realised Volatility | 12.44% |
| Downside Volatility | 7.03% |
| Max Drawdown | -28.17% |
| Winning months | 64.97% |
| Sharpe Ratio | 0.91 |
| Sortino Ratio | 1.6 |
| Calmar Ratio | 0.4 |
| Viking Ratio | 0.39 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.85% | 2.85% | |||||||||||
| 2024 | 1.05% | 4.57% | 2.69% | -4.37% | 3.95% | 2.67% | 1.5% | 2.45% | 2.13% | -1.24% | 6.62% | -3.24% | 19.85% |
| 2023 | 5.59% | -2.27% | 3.21% | 1.4% | -0.28% | 6.41% | 3.01% | -1.74% | -4.67% | -1.9% | 5.2% | 4.48% | 19.22% |
| 2022 | -3.93% | -1.29% | 0.77% | -7.96% | -0.2% | -4.26% | 4.49% | -4.02% | -7.49% | 3.96% | 5.99% | -5.55% | -18.86% |
| 2021 | -0.82% | 2.95% | 4.28% | 5.11% | 0.91% | 2.26% | 2.06% | 2.7% | -4.42% | 6.96% | -0.35% | 4.15% | 28.43% |
| 2020 | 0% | -8.38% | -6.93% | 7.39% | 6.13% | 2.45% | 5.58% | 7.09% | -3.38% | -2.56% | 10.26% | 3.78% | 21.29% |
| 2019 | 5.8% | 2.9% | 2.39% | 2.91% | -6.44% | 6.49% | 1.06% | -1.28% | 1.66% | 1.94% | 3.44% | 2.91% | 25.8% |
| 2018 | 5.36% | -3.42% | -2.24% | 0.6% | 2.04% | 0.89% | 3.46% | 3.08% | 0.74% | -6.92% | 2.42% | -4.16% | 1.15% |
| 2017 | 1.6% | 3.65% | -0.24% | 0.8% | 1.26% | 0.43% | 2.01% | 0.11% | 2.15% | 2.29% | 2.77% | 0.93% | 19.18% |
| 2016 | -3.63% | 0.27% | 4.58% | 0.2% | 1.46% | 0.68% | 3.54% | 0.17% | 0.08% | -1.92% | 4.29% | 1.84% | 11.85% |
| 2015 | -2.83% | 5.81% | -1.58% | 0.58% | 1.6% | -1.8% | 2.99% | -4.03% | -1.99% | 7.89% | 0.38% | -1.14% | 5.29% |
| 2014 | -3.14% | 4.6% | 0.8% | 0.74% | 2.33% | 2.01% | -1.08% | 3.89% | -1.24% | 2.59% | 3.06% | -0.28% | 14.91% |
| 2013 | 5.57% | 1.38% | 3.91% | 2.19% | 2.46% | -1.32% | 5.19% | -2.7% | 3.24% | 4.38% | 2.74% | 2.44% | 33.39% |
| 2012 | 4.06% | 4.44% | 3.09% | -0.62% | -5.96% | 4.1% | 1.26% | 2.44% | 2.68% | -1.48% | 0.94% | 1.08% | 16.71% |
| 2011 | 2.23% | 3.71% | 0.28% | 3.07% | -0.69% | -1.68% | -1.8% | -4.45% | -6.9% | 11.07% | 0.12% | 0.89% | 4.87% |
| 2010 | -3.68% | 3.41% | 6.05% | 2.17% | -7.82% | -5.03% | 6.94% | -4.43% | 5.33% | 4.1% | 0.46% | 6.54% | 13.3% |
| 2009 | -4.09% | -5.12% | 4.93% | 8.93% | 5.92% | 0.59% | 7.36% | 4.09% | 3.84% | -2.15% | 5.91% | 2.17% | 36.17% |
| 2008 | -3.31% | -1.16% | -0.08% | 2.17% | 2.98% | -6.57% | -0.56% | 0.96% | -4.13% | -7.68% | -2.22% | 1.21% | -17.47% |
| 2007 | 1.69% | -2.02% | 1.36% | 4.17% | 4.01% | -1.52% | -2.7% | 1.12% | 4.08% | 2.12% | -4.55% | 0.22% | 7.81% |
| 2006 | 2.94% | -0.02% | 1.49% | 1.79% | -2.57% | 0.69% | 1.41% | 2.06% | 2.26% | 3.2% | 2.29% | 0.94% | 17.63% |
| 2005 | -2.14% | 2.08% | -1.66% | -1.93% | 1.67% | 0.41% | 3.89% | -0.76% | 1.04% | -1.43% | 3.86% | 0.02% | 4.91% |
| 2004 | 1.96% | 1.67% | -1.41% | -1.65% | 1.11% | 2.45% | -2.83% | 0.63% | 1.21% | 1.59% | 4.23% | 3% | 12.39% |
| 2003 | -2.29% | -0.9% | 2.19% | 8.88% | 5.46% | 1.47% | 1.62% | 1.76% | -1.21% | 5.53% | 0.89% | 5.16% | 31.87% |
| 2002 | -0.96% | -0.37% | 3.99% | -5.05% | 0.8% | -3.46% | -3.98% | 0.68% | -5.67% | 5.23% | 5.34% | -6.21% | -10.12% |
| 2001 | 3.57% | -4.77% | -3.03% | 4.53% | 0.59% | -1.72% | -0.46% | -3.1% | -4.78% | 0.97% | 4.5% | 0.83% | -3.43% |
| 2000 | -4.84% | -2.5% | 10.63% | -2.42% | -2.52% | 1.29% | -1.06% | 6.64% | -4.11% | -1.4% | -4.17% | 1.33% | -4.19% |
| 1999 | 5.39% | -2.43% | 3.72% | 5.7% | -2.46% | 5.99% | -2.81% | -1.15% | -1.88% | 5% | 2.3% | 6.72% | 25.94% |
| 1998 | 5.82% | 5.82% |