C8 US Equities - Free Cash Flow
Provider: C8 Studio
| Annualised Return | 16.39% |
| Realised Volatility | 15.34% |
| Downside Volatility | 9.5% |
| Max Drawdown | -26.77% |
| Winning months | 69.01% |
| Sharpe Ratio | 1.07 |
| Sortino Ratio | 1.73 |
| Calmar Ratio | 0.61 |
| Viking Ratio | 0.42 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.57% | 0.18% | -6.29% | 1.28% | 8.55% | 6.73% | 1.94% | 0.39% | 1.82% | 0.27% | 18.05% | ||
| 2024 | 1.51% | 1.93% | 1.5% | -4.75% | 5.25% | 5.63% | 1.09% | 3.77% | 1.01% | 0.67% | 5.53% | -2.65% | 21.86% |
| 2023 | 6.27% | -2.1% | 4.79% | 0.32% | 0.93% | 5.66% | 2.91% | -1.33% | -4.31% | -1.12% | 9.15% | 5.66% | 29.23% |
| 2022 | -5.8% | -3.01% | 3.21% | -8.57% | 0.15% | -7.54% | 8.96% | -6.13% | -10.32% | 8.1% | 8.1% | -5.77% | -19.36% |
| 2021 | -1.64% | 4.13% | 2.76% | 5.2% | 1.49% | 5.64% | 3.17% | 3.36% | -6.07% | 6.32% | 1.33% | 5% | 34.5% |
| 2020 | 0.35% | -4.9% | -9.35% | 12.46% | 7.56% | 2.68% | 3.53% | 7.36% | -4.45% | -4.78% | 10.56% | 4.77% | 25.85% |
| 2019 | 8.88% | 3.92% | 2.78% | 4.91% | -6.26% | 7.08% | 1.39% | -1.34% | -0.12% | 2.85% | 4.96% | 2.42% | 35.26% |
| 2018 | 7.41% | -2.07% | -4.14% | 0.47% | 3.9% | 0.4% | 2.6% | 3.2% | 0.21% | -7.35% | 1.54% | -7.83% | -2.77% |
| 2017 | 3.38% | 6.08% | 1.34% | 1.92% | 2.13% | 1.04% | 3.23% | 2.73% | 1.39% | 2.47% | 1.9% | 0.76% | 32.22% |
| 2016 | -6.28% | -0.63% | 6.05% | -0.57% | 3.43% | -3.01% | 6.88% | 1.1% | 1.02% | -1.77% | 0.73% | 1.32% | 7.81% |
| 2015 | -3.42% | 7.09% | -2.22% | 1.55% | 2% | -1.55% | 3.71% | -7.31% | -2.72% | 10.61% | -0.32% | -1.76% | 4.46% |
| 2014 | -2.9% | 4.81% | -1.41% | -0.32% | 3.71% | 1.25% | 0.65% | 4.55% | -0.92% | 4.86% | 3.34% | -0.82% | 17.69% |