Annualised Return | 0.35% |
Realised Volatility | 18.91% |
Downside Volatility | 14.17% |
Max Drawdown | -74.15% |
Winning months | 50.23% |
Sharpe Ratio | 0.02 |
Sortino Ratio | 0.02 |
Calmar Ratio | 0 |
Viking Ratio | 0.16 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.32% | -1.52% | 4.46% | 1.61% | -0.3% | -0.17% | -2.8% | -2.08% | 0.5% | 0.82% | |||
2023 | 0.89% | -4.46% | -0.08% | -0.76% | -6.41% | 2.95% | 8.72% | -0.36% | 1.5% | -1.8% | -2.45% | -3.29% | -6.19% |
2022 | 7.89% | 6.47% | 9.17% | 5.64% | 4.61% | -7.5% | -1.99% | -1.49% | -7.04% | 5.06% | 1.47% | -2.71% | 19.34% |
2021 | 3.33% | 10.14% | -0.72% | 7.83% | 3.85% | 3.49% | 1.3% | -1.64% | 5.21% | 5.8% | -8.76% | 6.67% | 41.36% |
2020 | -8.59% | -6.65% | -17.34% | -3.11% | 8.07% | 4.5% | 5.12% | 4.64% | -3.55% | -3.14% | 10.2% | 5.45% | -7.84% |
2019 | 7.11% | 2.84% | -0.38% | 1.2% | -5.97% | 3.97% | -1.14% | -4.63% | 1.42% | 1.93% | -0.13% | 5.85% | 11.84% |
2018 | 2.95% | -2.92% | 2.29% | 3.42% | 2.68% | -1.94% | -2.43% | 0.75% | 3.4% | -5.62% | -9.85% | -4% | -11.63% |
2017 | -0.57% | -0.19% | -3.24% | -2.7% | -1.42% | -0.96% | 4.08% | 0.4% | 1.99% | 3.96% | 0.94% | 2.78% | 4.86% |
2016 | -4.34% | -0.23% | 4.24% | 9.71% | 0.89% | 4.35% | -6.97% | 0.77% | 4.31% | -0.33% | 1.67% | 4.14% | 18.56% |
2015 | -5.69% | 4.42% | -6.05% | 7.15% | -3.17% | 1.64% | -12.61% | -0.25% | -3.44% | 0.33% | -6.64% | -5.85% | -27.59% |
2014 | -3.08% | 5.03% | 0% | 1.15% | -1.48% | 2.11% | -4.74% | -1.15% | -7.23% | -3.88% | -8.51% | -9.65% | -28.1% |
2013 | 2.48% | -4.71% | 0.7% | -3.84% | -1.56% | -2.82% | 3.18% | 2.78% | -3.34% | -0.04% | -0.85% | 0.51% | -7.63% |
2012 | 3.69% | 5.35% | -1.77% | -1.35% | -11.16% | 2.02% | 5.83% | 5.65% | -0.38% | -3.91% | 1.96% | -1.14% | 3.5% |
2011 | 3.56% | 4.17% | 2.66% | 4.56% | -5.17% | -4.26% | 4.56% | -0.4% | -14.62% | 7.65% | -0.29% | -2.89% | -2.58% |
2010 | -7.84% | 4.14% | -0.47% | 3.91% | -10.27% | -1.64% | 6.12% | -3.01% | 8.6% | 4.44% | -0.44% | 9.89% | 11.9% |
2009 | -4.44% | -5.63% | 4.66% | -0.1% | 16.27% | -2.63% | 1.86% | -4.04% | -0.23% | 6.91% | 4.56% | -0.16% | 16.19% |
2008 | 2.91% | 11.15% | -0.91% | 6.04% | 6.91% | 10.43% | -9.78% | -6.53% | -10.25% | -25.08% | -12.37% | -1.74% | -30.72% |
2007 | 3.4% | 5.42% | 0.35% | 0.76% | -0.23% | 0.75% | 1.91% | -1.91% | 9.42% | 8.5% | -0.62% | 6.7% | 39.4% |