C8 US Equities - Growth Sector
Provider: C8 Studio
| Annualised Return | 16.68% |
| Realised Volatility | 17.12% |
| Downside Volatility | 11.3% |
| Max Drawdown | -18.86% |
| Winning months | 63.08% |
| Sharpe Ratio | 0.97 |
| Sortino Ratio | 1.48 |
| Calmar Ratio | 0.88 |
| Viking Ratio | 0.52 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.44% | 7.17% | 4.08% | -4.2% | 2.97% | 1.96% | 1.62% | 2.27% | 2.01% | 0% | 24.21% | ||
| 2023 | 10.97% | -1% | 0.84% | 0.81% | -2.91% | 8.95% | 3.85% | -2.41% | -5.47% | -3.7% | 11.56% | 7.64% | 30.89% |
| 2022 | -2.12% | -0.46% | 5% | -3.96% | 5.99% | -13.42% | 12.51% | -4.26% | -12.27% | 16.88% | 6.37% | -5.09% | 0.53% |
| 2021 | -0.94% | 1.16% | 4.3% | 5.19% | -0.09% | 5.31% | 1.32% | 3.33% | -4.4% | 7.27% | -1.54% | 4.32% | 27.58% |
| 2020 | -1.04% | -7.65% | -11.22% | 11.76% | 5.64% | 3.05% | 5.88% | 8.87% | -5.03% | -3.91% | 9.03% | 4% | 17.75% |
| 2019 | 11.07% | 1.69% | 2.29% | 3.59% | -6.9% | 7.13% | 2.79% | -3.01% | 1.57% | 3.67% | 5.18% | 2.43% | 35.01% |
| 2018 | 7.85% | -0.62% | -2.08% | 0.55% | 5.31% | -0.95% | 3.04% | 3.96% | -0.24% | -8.47% | 1.58% | -8.79% | -0.25% |
| 2017 | 2.84% | 4.61% | 0.96% | 1.34% | 2.77% | 0.01% | 2.55% | 2.92% | 1.2% | 5.47% | 2.56% | 1.03% | 32.08% |
| 2016 | -3.65% | -0.23% | 6.68% | -2.81% | 2.87% | -1.51% | 4.78% | -2.3% | -0.06% | -6.01% | 2% | 1.02% | 0.07% |
| 2015 | -0.09% | 5.82% | 0.09% | 0.18% | 3.39% | -2.76% | 2.98% | -6.44% | -2.55% | 7.73% | 0.33% | -0.69% | 7.41% |
| 2014 | -2.08% | 5.7% | -0.81% | -0.79% | 3.51% | 2.13% | 0.24% | 3.89% | -2% | 2.49% | -0.79% | -0.7% | 10.93% |