C8 US Equities - Growth Sector
Provider: C8 Studio
| Annualised Return | 16.89% |
| Realised Volatility | 17.13% |
| Downside Volatility | 11.35% |
| Max Drawdown | -18.84% |
| Winning months | 63.36% |
| Sharpe Ratio | 0.99 |
| Sortino Ratio | 1.49 |
| Calmar Ratio | 0.9 |
| Viking Ratio | 0.48 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.44% | 7.17% | 4.07% | -4.19% | 2.96% | 1.96% | 1.61% | 2.27% | 2.02% | 0.33% | 1.39% | 26.34% | |
| 2023 | 10.97% | -1% | 0.85% | 0.83% | -2.94% | 8.94% | 3.85% | -2.41% | -5.47% | -3.71% | 11.55% | 7.64% | 30.83% |
| 2022 | -1.88% | -0.43% | 5.02% | -3.89% | 6.26% | -13.59% | 12.38% | -4.1% | -12.22% | 17.03% | 6.33% | -5.17% | 1.08% |
| 2021 | -0.93% | 1.16% | 4.3% | 5.19% | -0.09% | 5.31% | 1.24% | 3.27% | -4.26% | 7.28% | -1.54% | 4.31% | 27.59% |
| 2020 | -1.04% | -7.64% | -11.2% | 12.53% | 6.49% | 3.13% | 5.89% | 8.87% | -5.03% | -3.91% | 9.04% | 4.01% | 19.68% |
| 2019 | 11.08% | 1.69% | 2.29% | 3.59% | -6.9% | 7.13% | 2.79% | -3.01% | 1.57% | 3.67% | 5.18% | 2.43% | 35% |
| 2018 | 7.85% | -0.62% | -2.08% | 0.55% | 5.31% | -0.95% | 3.05% | 3.82% | -0.13% | -8.55% | 1.53% | -8.84% | -0.47% |
| 2017 | 2.84% | 4.61% | 0.97% | 1.34% | 2.78% | 0.01% | 2.55% | 2.92% | 1.2% | 5.47% | 2.56% | 1.03% | 32.08% |
| 2016 | -3.66% | -0.23% | 6.68% | -2.81% | 2.87% | -1.52% | 4.78% | -2.29% | -0.06% | -6.01% | 2.01% | 1.02% | 0.06% |
| 2015 | -0.09% | 5.82% | 0.09% | 0.18% | 3.39% | -2.76% | 2.98% | -6.44% | -2.55% | 7.74% | 0.33% | -0.69% | 7.42% |
| 2014 | -2.08% | 5.7% | -0.81% | -0.79% | 3.51% | 2.13% | 0.14% | 3.84% | -2.11% | 2.4% | -0.9% | -0.61% | 10.53% |