C8 US Equities - Multi-Factor
Provider: C8 Studio
| Annualised Return | 26.53% |
| Realised Volatility | 24.81% |
| Downside Volatility | 11.78% |
| Max Drawdown | -28.77% |
| Winning months | 63.64% |
| Sharpe Ratio | 1.07 |
| Sortino Ratio | 2.25 |
| Calmar Ratio | 0.92 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.86% | 0.51% | -5.31% | 18.17% | 15.63% | 7.43% | 53.48% | ||||||
| 2025 | 6.06% | -5.96% | -10.59% | 4.01% | 14.16% | 13.64% | 2.09% | -0.07% | 7.69% | 7.66% | -2.01% | 0.19% | 39.73% |
| 2024 | 3.83% | 10.91% | 3.28% | -4.97% | 5.72% | 5.64% | -4.54% | 2.06% | 3.42% | 0.28% | 10.6% | -3.73% | 35.82% |
| 2023 | 8.31% | 1.43% | 5.13% | -2.32% | 2.59% | 9.07% | 4.09% | -2.93% | -5.59% | -5.03% | 13.46% | 7.32% | 39.27% |
| 2022 | -10.9% | -1.7% | 2.86% | -8.8% | 1.72% | -7.52% | 10.01% | -5.81% | -11.05% | 6.75% | 4.57% | -8.87% | -27.53% |
| 2021 | -0.02% | -0.02% |