C8 US Equities - Free Cash Flow
Provider: C8 Studio
| Annualised Return | 15.15% |
| Realised Volatility | 15.37% |
| Downside Volatility | 9.42% |
| Max Drawdown | -28.07% |
| Winning months | 66.67% |
| Sharpe Ratio | 0.99 |
| Sortino Ratio | 1.61 |
| Calmar Ratio | 0.54 |
| Viking Ratio | 0.48 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.54% | 0.23% | -3.37% | -0.68% | |||||||||
| 2024 | 1.49% | 1.94% | 1.52% | -4.78% | 5.23% | 5.62% | 1.1% | 3.77% | 1.01% | 0.68% | 5.52% | -2.67% | 21.83% |
| 2023 | 5.44% | -2.44% | 4.35% | -0.03% | 0.23% | 5.16% | 3.23% | -1.05% | -3.98% | -1.17% | 8.95% | 5.91% | 26.5% |
| 2022 | -6.31% | -4.37% | 3.63% | -8.49% | 0.61% | -7.5% | 7.56% | -6.22% | -9.83% | 7.97% | 10% | -5.3% | -19.09% |
| 2021 | -1.63% | 4.13% | 2.78% | 5.19% | 1.49% | 5.62% | 2.94% | 3.07% | -6.06% | 6.39% | 0.35% | 4.92% | 32.54% |
| 2020 | 0.33% | -5% | -9.4% | 12.44% | 7.63% | 2.63% | 3.52% | 7.35% | -4.45% | -4.78% | 10.56% | 4.77% | 25.59% |
| 2019 | 8.85% | 3.91% | 2.78% | 4.89% | -6.24% | 7.06% | 1.38% | -1.34% | -0.12% | 2.84% | 4.95% | 2.42% | 35.17% |
| 2018 | 7.4% | -2.08% | -4.14% | 0.46% | 3.89% | 0.41% | 2.61% | 3.2% | 0.21% | -7.32% | 1.55% | -7.83% | -2.77% |
| 2017 | 3.37% | 6.09% | 1.33% | 1.91% | 2.12% | 1.04% | 3.21% | 2.74% | 1.39% | 2.46% | 1.91% | 0.76% | 32.17% |
| 2016 | -6.27% | -0.63% | 6.04% | -0.57% | 3.43% | -2.99% | 6.86% | 1.09% | 1.01% | -1.77% | 0.71% | 1.32% | 7.78% |
| 2015 | -3.41% | 7.08% | -2.23% | 1.55% | 2.01% | -1.55% | 3.72% | -7.31% | -2.72% | 10.6% | -0.31% | -1.76% | 4.48% |
| 2014 | -2.9% | 4.8% | -1.41% | -0.31% | 3.7% | 1.25% | 0.65% | 4.56% | -0.91% | 4.87% | 3.33% | -0.82% | 17.69% |