Annualised Return | 5.68% |
Realised Volatility | 27.53% |
Downside Volatility | 16.14% |
Max Drawdown | -86.91% |
Winning months | 50.96% |
Sharpe Ratio | 0.21 |
Sortino Ratio | 0.35 |
Calmar Ratio | 0.07 |
Viking Ratio | 0.35 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -13.56% | -4.74% | 2.02% | -18.26% | -7.24% | -25.43% | -1.86% | -20.21% | -3.14% | 1.34% | -63.49% | ||
2023 | -1.34% | -2.33% | -2.67% | 1.94% | -12.53% | -6.19% | 5.19% | -14.03% | -12.13% | -5.22% | -3.17% | 30.94% | -25.09% |
2022 | -4.6% | -6.44% | -2.86% | -5.29% | 4.59% | -13.53% | 4.54% | -10.46% | -10.44% | 16.24% | 15.04% | -9.98% | -25.06% |
2021 | 26% | -3.71% | 14.54% | -3.28% | 0.02% | -0.09% | -10.38% | 8.69% | -7.29% | -0.06% | -3.8% | 16.43% | 35.78% |
2020 | -13.76% | -9.22% | -0.02% | -5.38% | 0.31% | -1.28% | -3.96% | -5.54% | -5.52% | -5.23% | 12.99% | 4.92% | -29.38% |
2019 | 5.75% | -0.88% | -11.13% | -15.33% | -7.12% | 10.8% | -0.33% | -5.2% | 8.05% | -0.96% | 9.61% | -1.07% | -10.99% |
2018 | 3.64% | -7.92% | -4.96% | 1.5% | -5.53% | -3.81% | 12.67% | 2.03% | 6.33% | 9.42% | 6.72% | -19.3% | -3.65% |
2017 | -0.99% | 5.9% | -3.86% | 4.2% | -5.96% | -3.34% | 3.01% | 1.53% | -5.25% | -14.18% | 10.43% | -0.19% | -10.51% |
2016 | -6.38% | -0.51% | 6.71% | -5.89% | -1.92% | 7.58% | -4.83% | 2.31% | -0.11% | 2.62% | 2.89% | -2.33% | -1.01% |
2015 | -3.22% | 13.13% | 1.93% | -2.07% | 3.92% | -1.63% | 14.44% | -10.08% | -3.99% | 1.9% | -0.33% | 1.34% | 13.61% |
2014 | -0.16% | 19.06% | -2.83% | 2.83% | 6.4% | 3.09% | -7.23% | -11.52% | -2.07% | 8.35% | 7.37% | 11.06% | 35.33% |
2013 | 7.97% | 3.13% | 16.46% | 3.84% | -2.99% | -7.45% | 13.69% | -3.72% | 11.92% | 10.11% | 0.45% | -2.97% | 58.94% |
2012 | 0.91% | 0.05% | 1% | 4.69% | -12.35% | -3.08% | 22.92% | -0.89% | 1.9% | -3.32% | -2.96% | 9.14% | 15.27% |
2011 | 3.8% | 7.62% | -7.38% | 6.43% | 2.53% | -2.68% | -8.05% | -9.26% | -6.59% | 0.94% | 2.26% | -1.96% | -13.35% |
2010 | -1.82% | -1.84% | 5.25% | -5.23% | -8.5% | -16.67% | 6.93% | -5.26% | 24.63% | 1.13% | 3.38% | 11.79% | 8.15% |
2009 | 11.11% | -12.59% | 8.8% | 21.07% | -4.87% | -1.31% | 5.61% | 9.6% | 10.6% | 0.96% | 3.16% | -5.58% | 51.22% |
2008 | -7.98% | 4.47% | 4.33% | -8.51% | 3.63% | -9.74% | 5.63% | 6.41% | -15.02% | -17.76% | -2.35% | -0.28% | -34.36% |
2007 | -1.29% | -1.15% | 2.66% | -4.34% | 2.98% | -3.52% | 1.47% | 2.23% | 4.81% | -16.07% | -7.49% | 4.07% | -16.35% |
2006 | -2.21% | 3.8% | -3.86% | -2.78% | -3.01% | 10.44% | 4.33% | 5.89% | -10.25% | -1.6% | -7.14% | 13.34% | 4.35% |
2005 | 11.05% | 0.64% | 3.71% | -3.06% | 5.42% | 1.43% | 4.07% | -3.06% | -6.22% | 4.56% | 0.69% | -3.11% | 15.95% |
2004 | -5.03% | 3.34% | -7.6% | 4.64% | 1.67% | 3.43% | 0.52% | 0.28% | -1.7% | 0.17% | 6.52% | 0.5% | 6.03% |
2003 | -0.65% | -2.83% | 4.76% | 4.68% | -0.11% | -2.24% | -0.6% | 9.01% | -5.93% | 13.64% | 5.84% | -1.17% | 25.27% |
2002 | 7.78% | 11.02% | -2.61% | -3.62% | 1.39% | 0.97% | -8.54% | -1.55% | -11.48% | 9.72% | -14.6% | 1.39% | -12.93% |
2001 | -2.09% | 8.35% | -7.94% | 4.85% | -5.97% | -14.26% | -2.21% | 2.03% | 0.23% | -5.95% | 2.03% | 2% | -19.19% |
2000 | -4.49% | -7.5% | -0.24% | 9.22% | 1.01% | 13.44% | -3.11% | 5.58% | 15.33% | 20.26% | -2.25% | -6.17% | 43.55% |
1999 | 6.72% | 2.51% | -11.72% | -4.87% | -13.38% | 26.34% | -3.62% | -18% | 9.43% | -0.74% | 15.78% | 0.43% | 0.38% |
1998 | 5.58% | 10.95% | -3.92% | -2.13% | 2.18% | 17.41% | 4.54% | -11.02% | 14.82% | 10.5% | 10.8% | 8.7% | 87.81% |
1997 | 2.17% | 4.24% | -2.05% | 9.85% | 1.9% | 14.71% | 5.36% | -4.44% | -4.87% | 9.76% | 14.68% | -2.52% | 57.42% |
1996 | 16.74% | -5.07% | -1.14% | -1.91% | -0.06% | 5.1% | -5.22% | 3.87% | 12.55% | 2.03% | 10.93% | -3.59% | 36.44% |
1995 | 8.88% | -0.12% | 1.85% | -2.34% | 2.82% | 4.15% | 3.24% | -4.94% | 14.28% | 1.79% | 3.02% | 2.13% | 39.15% |
1994 | -4.28% | 4.29% | -1.84% | 4.7% | -1.69% | -11.01% | 0.69% | 3.2% | 0% | 9.97% | 1.08% | 4.8% | 8.65% |
1993 | -8.6% | -1.81% | 3.53% | -5.88% | 12.93% | -5.56% | -6.81% | 3.72% | -3.86% | 13.71% | -3.71% | 0.31% | -4.82% |
1992 | -0.99% | -3.32% | -1.03% | -6.62% | -0.35% | 1.88% | 5.9% | 7.36% | -0.33% | 5.23% | 10.03% | -1.13% | 16.51% |
1991 | 9.73% | 11.28% | 7.6% | -2.6% | -0.39% | 2.31% | 2.63% | 1.07% | -6.91% | 4.3% | -2.62% | 17.38% | 50.13% |
1990 | -12.27% | -1.34% | 4.62% | -1.18% | 11.82% | 6.14% | 0.76% | -8.36% | -1.37% | 5.28% | 6.84% | 1.98% | 10.96% |