C8 US Equities - Multi-Factor
Provider: C8 Studio
| Annualised Return | 12.88% |
| Realised Volatility | 14.57% |
| Downside Volatility | 9.27% |
| Max Drawdown | -16.11% |
| Winning months | 62.22% |
| Sharpe Ratio | 0.88 |
| Sortino Ratio | 1.39 |
| Calmar Ratio | 0.8 |
| Viking Ratio | 0.57 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.07% | 3.63% | -6% | 3.32% | |||||||||
| 2024 | 3.99% | 8.05% | 2.13% | -4.07% | 5.45% | 3.9% | -2.08% | 2.59% | 1.34% | -0.72% | 4.56% | -6.13% | 19.64% |
| 2023 | 1.17% | -4% | -0.03% | 0.24% | 5.12% | 8.49% | 1.92% | -0.7% | -6.27% | -2.46% | 9.79% | 6.61% | 20.22% |
| 2022 | -9.07% | -2.46% | 4% | -1.14% | 6.35% | -8.4% | 2.88% | -1.43% | -5.59% | 15% | 3.01% | -7.55% | -6.84% |
| 2021 | -1.42% | 2.9% | 2.43% | 3.8% | 1.97% | 1.69% | 0.21% | 1.63% | -3.68% | 8.08% | -0.9% | 6.46% | 25.1% |
| 2020 | 1.14% | -7.55% | -9.26% | 10.44% | 3.78% | 3.9% | 5.39% | 7.9% | -4.7% | -3.86% | 8.91% | 3.26% | 18.38% |
| 2019 | 2.84% | 3.21% | 2.75% | -0.15% | -0.66% | 4.2% | 1.33% | 3.26% | 0.35% | -1.47% | -0.95% | 2.1% | 17.95% |
| 2018 | 5.35% | -2.75% | -2.01% | 1.37% | 3.16% | 0.53% | 1.15% | 6.83% | 0.69% | -7.66% | 1.98% | -7.72% | -0.21% |
| 2017 | 1.55% | 4.14% | -2.93% | 1.05% | 2.35% | 0.35% | 1.2% | 1.54% | 1.79% | 4.26% | 3.64% | -0.4% | 19.95% |
| 2016 | -4.51% | -1.58% | 5.58% | -1.1% | 1.09% | 4.47% | 1.43% | -1.77% | 0.28% | -1.87% | 2.38% | 1.46% | 5.55% |
| 2015 | 0.71% | 4.07% | -0.07% | -1.31% | 3.71% | -0.71% | 3.49% | -5.83% | -2.47% | 8.62% | 0.73% | -0.42% | 10.24% |
| 2014 | -1.3% | 5.21% | -2.22% | -0.66% | 3.66% | 1.23% | -1.02% | 3.31% | -1.59% | 4.02% | 3.97% | -0.53% | 14.57% |