Annualised Return | 8.74% |
Realised Volatility | 26.59% |
Downside Volatility | 21.51% |
Max Drawdown | -75.42% |
Winning months | 59.34% |
Sharpe Ratio | 0.33 |
Sortino Ratio | 0.41 |
Calmar Ratio | 0.12 |
Viking Ratio | 0.13 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.46% | 4.57% | 4.44% | -1.79% | 1.14% | 13.32% | |||||||
2023 | 6.44% | -1.49% | -0.98% | 1.58% | -0.77% | 4.33% | 5.89% | 0.44% | 3.13% | 0.24% | 6.4% | -2.09% | 25.06% |
2022 | 11.01% | 4.75% | 2.55% | -0.38% | 7.35% | -13.82% | 12.71% | 3.03% | -7.47% | 14.21% | 0.94% | -4.44% | 30.08% |
2021 | 5.9% | 6.95% | 7.52% | 6.39% | 7.4% | 5.48% | -6.82% | -2.34% | 3.41% | 4.35% | -7.42% | 3.37% | 37.93% |
2020 | -5.78% | -13.73% | -47.77% | 51.16% | 8.26% | -8.46% | -3.26% | 1.36% | -14.17% | 5.1% | 22.01% | 2.81% | -29.43% |
2019 | 12.05% | 0.35% | 3.53% | -1.69% | -1.64% | 3.46% | -0.56% | -5.26% | 0.43% | -6.53% | -5.27% | 8.29% | 5.67% |
2018 | 6.84% | -10.59% | -7.08% | 8.17% | 6.58% | -2.1% | 5.3% | 1.28% | -1.47% | -8.99% | 0.14% | -9.16% | -12.84% |
2017 | 4.75% | 0.37% | -1.43% | -1.39% | -4.61% | -0.7% | 1.14% | -4.6% | 0.21% | -4.11% | -1.23% | 4.69% | -7.21% |
2016 | -11.43% | -0.45% | 8.36% | 10.89% | 2.36% | 5.3% | 0.31% | -1.28% | 1.61% | -4.32% | 1.91% | 4.6% | 17.21% |
2015 | -3.37% | 1.76% | -4.04% | 6.07% | -3.47% | -8.48% | -3.28% | -4.89% | -15.14% | 9.25% | -7.86% | -3.5% | -32.96% |
2014 | 0.54% | -0.43% | 1.53% | 4.17% | 3.31% | 5.82% | -3.78% | 8.18% | -1.58% | -4.56% | -2.7% | -5.69% | 3.85% |
2013 | 12.48% | 0.6% | 5.77% | 1.96% | -0.88% | 2.62% | -0.81% | -2.1% | -0.31% | 2.74% | 0.72% | 1.71% | 26.44% |
2012 | 1.92% | 3.9% | -4.07% | 2.22% | -7.4% | 6.08% | 1.93% | 1.63% | 2.03% | 0.31% | -0.81% | -3.15% | 3.9% |
2011 | 2.86% | 3.56% | -0.78% | 3.24% | -5.02% | 1.06% | -1.7% | -1.38% | -4.06% | 10.07% | -0.16% | 5.55% | 13.02% |
2010 | 0.14% | 4.89% | 3.25% | 2.49% | -5.02% | 5.68% | 7.02% | -2.4% | 5.97% | 5.17% | 2.02% | 1.68% | 34.71% |
2009 | 8.01% | 9.04% | -1.63% | 12.43% | -3.34% | 5.21% | 2.8% | 5.78% | 6.76% | 53.77% |