Annualised Return | 11.33% |
Realised Volatility | 31.92% |
Downside Volatility | 21.58% |
Max Drawdown | -92.33% |
Winning months | 56.46% |
Sharpe Ratio | 0.35 |
Sortino Ratio | 0.52 |
Calmar Ratio | 0.12 |
Viking Ratio | 0.41 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.05% | 3.41% | 7.75% | -4.46% | 7.6% | 6.07% | 3.33% | 10.81% | 1.94% | 1.84% | 47.38% | ||
2023 | -0.27% | 2.26% | 9.24% | 1.84% | -3.25% | 4.36% | -2.27% | -1.07% | -3.69% | 2.28% | 15.95% | -2.74% | 23.04% |
2022 | -14.63% | -4.96% | 10.27% | -11.77% | 2.83% | -4.24% | 13.83% | 2.02% | -7.69% | 11.49% | 9.01% | -5.01% | -3.81% |
2021 | -1.48% | 4.73% | 7.59% | 0.13% | 9.03% | 5.98% | 3.26% | 9.07% | -4.59% | 7% | 1.85% | 7.64% | 61.9% |
2020 | 9.84% | -6.4% | -19.45% | 8.19% | -5.9% | 4.04% | -0.24% | 10.69% | 1.75% | 0.8% | 8.52% | -0.44% | 7.35% |
2019 | 1.63% | 22.42% | -1.49% | 3.2% | 3.48% | 11.58% | -0.46% | 9.01% | -5.48% | -2.4% | 0.59% | -3.3% | 42.19% |
2018 | 10.1% | 6.73% | -0.33% | 4.3% | -2.27% | 8.91% | 4.24% | 5.82% | 1.81% | -5.82% | 7.09% | -11.97% | 29.64% |
2017 | -2.63% | -2.16% | 9.81% | -0.29% | -2.79% | 4.36% | 4.54% | -2.82% | -3.16% | 6.68% | 3.94% | -3.47% | 11.44% |
2016 | -2.45% | 10.06% | 3.6% | -0.67% | -7.87% | -4.18% | 5.17% | 10.97% | -0.39% | -4.85% | 10.57% | 3.88% | 23.9% |
2015 | -6.96% | 8.86% | -1.36% | -10.38% | -1.26% | -2.25% | 4.92% | 7.75% | 6.01% | 2.33% | 2.59% | -4.07% | 4.3% |
2014 | -5.48% | 3.76% | -2.43% | -1.1% | 6.04% | -0.81% | -4.34% | -6.72% | 7.13% | 1.93% | 1.89% | 2.62% | 1.41% |
2013 | 4.87% | 6.54% | 3.36% | -10.67% | 1.33% | 0.06% | -5.02% | 2.15% | 6.59% | 5.29% | 5.37% | 2.95% | 23.55% |
2012 | 0.26% | 7.3% | 2.52% | 0.39% | -5.78% | 0.52% | 0.48% | -1.41% | 6.63% | 2.24% | 5.36% | 2.75% | 22.6% |
2011 | 4.37% | -0.34% | 15.66% | 2.66% | 4.34% | -3.82% | -2.5% | -6.24% | 0.09% | 11.96% | -0.51% | -0.34% | 25.88% |
2010 | -20.75% | 9.92% | 3.85% | 0.71% | -3.11% | -4.82% | 14.88% | 0.4% | 13.43% | -4.34% | -6.13% | 18.41% | 16.88% |
2009 | 0% | -20.54% | 20.17% | 30.73% | 9.58% | 9.41% | 7.99% | 0.28% | 19.64% | -0.23% | -6.53% | -3.12% | 75.17% |
2008 | -28.3% | -13.3% | -6.25% | 7.1% | -6.33% | -20.88% | 17.71% | 9.03% | -23.74% | -24.79% | -19.74% | 4.02% | -71.58% |
2007 | -3.45% | -6.7% | -4.33% | -1.92% | 4.96% | -2.42% | -4.01% | -0.24% | 9.64% | 1.4% | -15.01% | 0.75% | -21.08% |
2006 | 0.53% | -5.77% | 7.26% | -6.81% | -1.22% | -4.21% | 12.95% | 2.72% | 7.15% | -7.76% | -3.86% | -7.04% | -8.17% |
2005 | -8.49% | -0.51% | -4.16% | 2.47% | 13.23% | 5.36% | 15.99% | 3.3% | 0.86% | 0.59% | 8.71% | -6.06% | 32.43% |
2004 | 18.43% | 11.28% | -4.38% | 3.69% | 8.33% | -7.5% | -12.71% | 1.38% | 11.97% | -4.32% | 11.59% | 0.02% | 38.54% |
2003 | -7.75% | 5.51% | -1.41% | -4.24% | 7.71% | 11.2% | -4.14% | 18.69% | 11.79% | 13.22% | 3.77% | 0.03% | 64.56% |
2002 | -11.38% | -2.33% | 9.53% | 8.45% | 3.83% | -8.5% | -20.49% | 3.45% | -14.89% | -9.92% | 22.57% | -22.72% | -41.66% |
2001 | 12.64% | -33.49% | -5.75% | 9.05% | -5.47% | 12.98% | 12.86% | -6.9% | -10.11% | 4.94% | 1.04% | -8.97% | -25.04% |
2000 | -7.64% | 26.47% | -15.06% | -18.49% | -21.22% | -2.89% | 9.69% | 9.02% | -20.07% | -13.82% | -19.55% | 1.13% | -58.54% |
1999 | 18.32% | -2.77% | 4.45% | 9.21% | 3.52% | 14.58% | -3.69% | 1.1% | -4.49% | 10.58% | 19.91% | 26.31% | 142.43% |
1998 | 4.15% | -6.61% | 9.46% | -8.23% | -4.93% | -0.59% | -0.59% | -17.82% | 0.14% | 21.28% | 18.99% | -1.11% | 7.81% |
1997 | 11.43% | -17.95% | 8.26% | -5.58% | 16.19% | 14.89% | 5.58% | -8.71% | -1.87% | -13.74% | 1.41% | -8.86% | -5.92% |
1996 | -5.26% | 0.46% | -2.12% | 15.57% | 8.98% | -5.82% | -13.94% | -1.16% | -3.28% | -10.68% | 20.38% | 10.85% | 8.35% |
1995 | 2.16% | -2.95% | -4.83% | 4.12% | 5.27% | 12.29% | 13.97% | -2.45% | 2.48% | -13.91% | -6.46% | -7.17% | -1.1% |
1994 | 6.78% | 3.68% | -0.73% | -12.1% | 5.06% | -4.4% | 19.05% | 1.65% | -2.19% | 11.61% | -3.82% | 2.62% | 26.51% |
1993 | -2.39% | 15.2% | 12.97% | 10.19% | 10.96% | 8.01% | 3.72% | 5.79% | 5.47% | 3.71% | -10.5% | -1.48% | 77.52% |
1992 | 17.43% | -0.82% | -0.73% | 6.98% | -0.62% | -4% | 11.75% | -0.29% | 3.01% | 9.4% | 7.16% | 1.79% | 61.63% |
1991 | 4.53% | 9.36% | -4.1% | 13.1% | 10.04% | -6.4% | -2.07% | 4.61% | -12.78% | 6.12% | -5.17% | 9.79% | 26.08% |
1990 | -12.91% | 13.04% | 5.58% | 3.46% | 23.23% | 1.13% | -2.69% | -11.67% | -12.07% | -14.48% | -6.26% | 4.09% | -15.49% |