Tematica Select Safety & Security Model
Provider: Tematica
| Annualised Return | 11.23% |
| Realised Volatility | 21.22% |
| Downside Volatility | 13.29% |
| Max Drawdown | -27.61% |
| Winning months | 55.77% |
| Sharpe Ratio | 0.53 |
| Sortino Ratio | 0.84 |
| Calmar Ratio | 0.41 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.47% | -9.18% | -1.02% | 0.01% | -11.42% | ||||||||
| 2024 | -1.95% | 12.7% | 2.86% | -4.88% | 3.05% | -1.97% | 1.23% | 7.82% | 4.97% | 3.05% | 11.85% | -1.11% | 42.65% |
| 2023 | -1.32% | -0.9% | 7.71% | -3.32% | 10.14% | 7.35% | 1.6% | -5.32% | -1.7% | 4% | 10.6% | 0.13% | 31.14% |
| 2022 | -12.4% | 6.3% | 4.37% | -11.73% | -0.05% | -2.24% | 7.09% | -1.83% | -8.43% | 13.45% | 8.23% | -6.81% | -7.66% |
| 2021 | 7.97% | -1.81% | 5.25% | 3.73% | 1.66% | 2.08% | 0.23% | -0.31% | -4.99% | 4.9% | 4.31% | -10.3% | 11.91% |