| Annualised Return | 22.63% |
| Realised Volatility | 14.64% |
| Downside Volatility | 8.04% |
| Max Drawdown | -9.84% |
| Winning months | 57.89% |
| Sharpe Ratio | 1.55 |
| Sortino Ratio | 2.81 |
| Calmar Ratio | 2.3 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.85% | 3.05% | -0.98% | 2.03% | 4.82% | 3.69% | -1.26% | 6.07% | 5.18% | -0.99% | 29.41% | ||
| 2024 | 0.26% | 2.91% | 4.37% | -0.37% | 4.5% | -2.87% | 2.3% | -0.28% | 0.76% | -0.46% | 1.56% | -2.65% | 10.16% |
| 2023 | 8.09% | -3.81% | 1.76% | -0.48% | -2.98% | 7.78% | 3.81% | -3.41% | -2.37% | -1.87% | 8.95% | 1.98% | 17.53% |
| 2022 | -9.84% | 5.28% | 11.46% | -2.95% | 2.68% |
