Annualised Return | 17.27% |
Realised Volatility | 26.32% |
Downside Volatility | 18.09% |
Max Drawdown | -66.27% |
Winning months | 59.57% |
Sharpe Ratio | 0.66 |
Sortino Ratio | 0.96 |
Calmar Ratio | 0.26 |
Viking Ratio | 0.48 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 5.27% | 7.21% | -1.51% | -1.17% | 12.03% | 4.95% | -3.16% | 8.56% | -0.66% | 0.44% | 35.5% | ||
2023 | 11.97% | -5.11% | 2.62% | 1.28% | 1.87% | 5.24% | 4.14% | -1.85% | 2.85% | -2.22% | 7.49% | 13.89% | 49% |
2022 | -11.02% | 2.95% | 10.9% | -7.51% | -12.32% | 2.8% | 13.14% | -3.55% | -9.54% | 6.38% | 7.53% | -15.35% | -19.05% |
2021 | -6.46% | -5.9% | 6.49% | 5.79% | 1.66% | 4.6% | 8.81% | 6% | -1.35% | 9.57% | 9.73% | 5.25% | 51.82% |
2020 | 3.95% | -7.79% | 1.42% | 6.51% | 1.81% | -1.71% | 7.59% | 6.8% | 2.11% | 0.93% | 9.55% | -1.31% | 32.67% |
2019 | 5.36% | 2.19% | 10.7% | 1.4% | -2.16% | 10.3% | 4.3% | 7.18% | -2.26% | 3.35% | 0.91% | -1.96% | 45.7% |
2018 | 4.7% | -1.78% | -1.29% | 4.63% | 0.84% | 5.42% | 4.66% | 6.86% | 0.75% | -2.66% | 1.4% | -11.92% | 10.6% |
2017 | 2.4% | 8.36% | -5.36% | 5.86% | 6.05% | -11.36% | -0.89% | -0.8% | 4.82% | -1.95% | 14.84% | 0.92% | 22.37% |
2016 | -6.43% | -0.45% | 5.03% | -5.72% | 0.43% | 5.56% | 6.48% | -2.81% | -5.91% | -3.04% | 1.83% | 6.66% | 0.28% |
2015 | 0.87% | 6.44% | 3.09% | -5.32% | -0.32% | -5.28% | 7.58% | -3.35% | 3.23% | 9.37% | 2.35% | 0.05% | 18.94% |
2014 | -5.6% | 4.23% | -4.38% | 3.58% | 0.6% | -0.74% | 2.38% | 3.01% | 3.5% | 6.42% | 6.84% | -0.26% | 20.46% |
2013 | 3.66% | -0.76% | 4.76% | 2.19% | 1.39% | 0.86% | 6.19% | -4.48% | 2.95% | 2.46% | 6.57% | -5.11% | 21.83% |
2012 | -1.26% | 4.91% | 5.51% | -2.88% | -1.71% | 9.97% | 1.24% | 2.05% | 2.34% | -1.73% | 5.88% | 1.73% | 28.4% |
2011 | -0.51% | 4.39% | -1.97% | 10.33% | 2.26% | -1.5% | -3.68% | 0.69% | 4.57% | 1.36% | 2.76% | -2.32% | 16.74% |
2010 | -2.94% | 6.49% | -2.06% | -1.06% | -1.07% | -5.87% | 3.43% | -0.01% | 14.14% | -2.35% | 7.71% | 6.8% | 23.68% |
2009 | -14.23% | -5.63% | 9.4% | 4.92% | 0.22% | -5.65% | 8.13% | 3.37% | 10.59% | 1.14% | 5.38% | -1.23% | 14.32% |
2008 | -2.61% | -8.65% | 4.92% | 9.67% | 0.32% | -1.66% | -10.63% | 7.25% | -3.18% | -12.2% | -9.44% | 2% | -23.99% |
2007 | 6.22% | -0.25% | -3.67% | -0.24% | 5.41% | 3.63% | 2.43% | 3.26% | -0.61% | 9.6% | 0.43% | 3.5% | 33.22% |
2006 | 0.85% | 2.85% | 5.8% | 0.5% | -2.53% | 7.94% | -7.42% | -11.32% | 6.18% | 7.45% | -1.78% | 1.09% | 7.91% |
2005 | -2.35% | -1.22% | -5.17% | -8.04% | 12% | -1.43% | 2.77% | -5.35% | -0.71% | 12.25% | 3.51% | -0.96% | 3.19% |
2004 | -0.64% | 5.2% | -3.22% | -0.29% | 1.34% | 8.66% | -0.9% | 1.13% | 0.83% | 15.49% | 1.59% | -0.39% | 31.14% |
2003 | 2.89% | 5.71% | -1.6% | 15.25% | 7.63% | -1.74% | 1.06% | -12.81% | -3.41% | 13.81% | 1.04% | 3.8% | 32.5% |
2002 | 3.65% | -10.3% | -3.49% | 0.96% | -2.32% | -1.65% | -9.71% | -4.19% | -3.12% | 4.82% | -4.8% | -13.13% | -36.77% |
2001 | 15.81% | -9.73% | -5.99% | -11.01% | 11.39% | 5.58% | 4.79% | -13.1% | -4.94% | 6.38% | 8.06% | 8.56% | 11.13% |
2000 | 7.26% | 1.41% | 5.92% | 2.85% | -40.92% | 3.32% | -1.32% | 5.76% | 1.45% | 4.83% | -10.92% | 22.41% | -12.47% |
1999 | 14.81% | -3.09% | 14.01% | -11.61% | -10.42% | 10.43% | -6.63% | 0% | -3.68% | 11.55% | 14.17% | -0.48% | 26.41% |
1998 | -2.8% | 12.68% | 9.21% | 4.69% | 3.58% | 8.96% | -10.01% | -17.07% | 0.66% | 19.79% | 10.57% | 15.04% | 61.76% |
1997 | 5.97% | -3.75% | 7.8% | 4.53% | 16.88% | -2.59% | 15.21% | -4.79% | 4.34% | 2.32% | 15.09% | 0.7% | 77.6% |
1996 | 2.48% | 10.39% | 8.69% | 1.33% | 5.28% | 8.12% | -5.2% | -3.05% | 3.14% | -3.05% | 16.97% | 8.07% | 64.77% |
1995 | 6.79% | -0.91% | 8.25% | -0.85% | -3.42% | 15.06% | 10.38% | -5.92% | 1.48% | -0.73% | -2.2% | -8.28% | 18.43% |
1994 | -7.79% | 12.68% | -9.38% | -16.56% | -12.39% | 12.73% | 0.42% | 4.6% | 2.39% | -1.94% | -2.38% | -16.27% | -33.11% |
1993 | -5.11% | -13.97% | -1.25% | -9.5% | -2.1% | -5.71% | -7.59% | 20.5% | -2.04% | -1.39% | 7.74% | 0.65% | -21.44% |
1992 | 2.25% | 0.44% | -1.09% | -7.29% | -0.71% | -17.98% | 1.75% | -17.25% | 9.38% | 12.38% | -10.17% | -7.54% | -34.07% |
1991 | 17.6% | 4.86% | 22.48% | 2.57% | 19.06% | -7.87% | 7.93% | 9.6% | -1.55% | -7.33% | 9.03% | 15.54% | 131.07% |
1990 | -14.4% | 1.21% | 19.62% | -2.67% | 12.36% | 4.28% | 1.47% | -17.91% | -7.77% | 10.71% | 31.04% | 1.58% | 33.79% |