Annualised Return | 16.37% |
Realised Volatility | 28.82% |
Downside Volatility | 20.56% |
Max Drawdown | -74.46% |
Winning months | 59.33% |
Sharpe Ratio | 0.57 |
Sortino Ratio | 0.8 |
Calmar Ratio | 0.22 |
Viking Ratio | 0.29 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.23% | -3.66% | 6.34% | -2.57% | 8.05% | -0.62% | 6.8% | 16.26% | 1.3% | 0.6% | 38.64% | ||
2023 | 2.17% | -6.73% | -5.33% | 8.26% | -7.49% | 8.71% | 3.64% | 3.67% | 2.92% | 1.77% | 6.44% | -0.25% | 17.36% |
2022 | 7.59% | -2.14% | 5.4% | -11.04% | 6.5% | -8.65% | 3.56% | 4.37% | -5.42% | 15.85% | 11.12% | 0.01% | 26.41% |
2021 | 1.6% | 6.75% | 6.87% | 4.98% | 6.11% | -5.33% | 2.5% | 3.65% | -8.03% | 2.95% | 1.46% | 7.85% | 34.55% |
2020 | -2.51% | -16.47% | -20.09% | 8.76% | -1.27% | -1.21% | -1.28% | 2.88% | 0.08% | -6.6% | 30.24% | 1.23% | -13.6% |
2019 | 4.7% | 3.59% | 1.75% | 0.76% | 2.36% | 6.84% | -3.96% | -4.18% | 4.26% | 1.61% | 3.68% | -3.54% | 18.55% |
2018 | 0.48% | 1.36% | -1.53% | 4.14% | -0.55% | -4.53% | 8.18% | -0.09% | 1.79% | -8.5% | 6.81% | -0.39% | 6.2% |
2017 | 0.56% | 4.01% | 0.1% | 3.4% | 1.26% | 3.05% | 2.66% | 4.07% | -1.41% | 3.07% | 5.03% | 0.16% | 29.02% |
2016 | -3.24% | 3.43% | 6.08% | 9.23% | 1.31% | 3.89% | 0.17% | 3.21% | -3.11% | -4.17% | 4.26% | -2.49% | 19.1% |
2015 | -6.56% | 9.75% | 2.83% | -1.52% | -0.69% | -0.03% | 2.97% | -7.95% | -0.8% | 9.67% | 3.01% | -8.18% | 0.54% |
2014 | -6.02% | 2.68% | -1.62% | -0.51% | -1.78% | 1.67% | -4.03% | 3.15% | -4.88% | 2.54% | 0.66% | 2.28% | -6.26% |
2013 | -0.11% | -5.19% | 4.14% | 4.65% | 2.95% | 4.36% | 6.13% | -5.76% | 7.27% | 4.82% | 2.7% | 0.65% | 28.9% |
2012 | 11.49% | -1.36% | -2.67% | -2.07% | -10.33% | 6.26% | 2.79% | 6.25% | 3.68% | 3.97% | 7.2% | 0.25% | 26.38% |
2011 | 2.04% | 2.77% | -10.33% | 6.46% | -14.47% | -2.32% | -1.33% | -17.44% | -7.34% | 29.01% | -2.95% | -0.41% | -21.29% |
2010 | 4.71% | 2.72% | 9.79% | -6.13% | -12.54% | -3.68% | 15.28% | -3.38% | 9.44% | 8.08% | -7.35% | 9.57% | 24.91% |
2009 | -49.37% | -26.86% | 15.51% | 49.22% | 23.96% | -12.42% | 21.78% | 8.01% | 5.22% | -2.92% | 11.64% | 0.48% | 4.43% |
2008 | -2.46% | 2.56% | 4.07% | 2.65% | 1.05% | -6.45% | -11.45% | 2.4% | 3.62% | -24.63% | 5.17% | -0.99% | -25.51% |
2007 | 3.5% | -0.39% | -0.38% | 9.09% | 3.37% | -2.76% | 1.4% | 2.68% | 7% | 10.06% | 0.13% | -0.02% | 38.24% |
2006 | 1.14% | -1.22% | -2.42% | 5.34% | -1.29% | -0.96% | -4.77% | 2.41% | 1.53% | -1.84% | -1.38% | 4.21% | 0.3% |
2005 | -0.83% | -2.72% | -2.79% | 9.1% | 2.49% | 4.16% | 4.21% | -3.93% | 4.81% | 5.47% | 0.69% | -3.29% | 17.72% |
2004 | 1.93% | 10.37% | -1.16% | 5.21% | -3.63% | 0.52% | -2.87% | 1.41% | -2.22% | -8.49% | 5.12% | 5.9% | 11.2% |
2003 | 7.54% | -3.3% | 2.56% | 2.06% | 0.82% | -6.56% | 4.33% | 0.04% | 0.91% | 12.94% | -1.17% | 0.58% | 21.23% |
2002 | 6.35% | -1.42% | 14.79% | 1.36% | 7.78% | -0.5% | -1.84% | -2.36% | 0.26% | -0.81% | 1.55% | -2.37% | 23.61% |
2001 | -18.3% | 2.14% | -8.44% | 15.47% | 2.15% | -2.9% | -6.07% | -6.79% | -1.89% | -9.41% | 12.24% | -10.36% | -31.49% |
2000 | -7.95% | -15.66% | 24.61% | 7.13% | 6.07% | -11.12% | 13.06% | 4.16% | 19.63% | 13.06% | -3.56% | 2.58% | 53.95% |
1999 | -2.28% | 2.25% | 24.34% | -0.34% | -5.85% | -6.13% | -3.13% | -2.94% | -6.81% | 22.09% | -6.22% | -1.44% | 8.18% |
1998 | 6.48% | 13.08% | 2.95% | 2.77% | -1.54% | -5.09% | 13.4% | -26.76% | 13.68% | 33.48% | -3.12% | 18.98% | 72.95% |
1997 | -7.02% | 1.82% | -7.12% | 14.67% | 18.89% | -7.35% | 17.99% | -1.02% | -1.48% | -6.22% | -9.12% | 10.84% | 20.72% |
1996 | 9.48% | -2.36% | 1.08% | 0% | -3.29% | -0.83% | 7.53% | 7.32% | 3.27% | 13.38% | 3.97% | 2.4% | 49.07% |
1995 | 8.21% | 9% | 8.97% | 0.91% | 1.84% | 4.17% | -3.43% | -2.95% | 1.53% | -1.81% | 0.31% | 6.75% | 37.65% |
1994 | -2.19% | 6.64% | 3.8% | -1.22% | 10.69% | 0.75% | 3.33% | 3.21% | -4.88% | 0% | -0.4% | -5.54% | 13.83% |
1993 | -2.54% | 4.41% | 2.86% | 4.17% | 5.67% | -10.2% | 4.4% | 11.76% | -2.27% | -2.33% | -13.99% | 5.56% | 4.6% |
1992 | -1.25% | 2.04% | -8.34% | 3.64% | 1.71% | 4.77% | 10.33% | -1.54% | -3.82% | -5.56% | 6.69% | 9.09% | 17.14% |
1991 | 7.85% | 14.37% | -1.59% | 8.65% | -8.1% | -5.43% | 12.07% | -0.65% | 2.58% | 12.13% | -3.27% | 11.67% | 58.57% |
1990 | -7.8% | -5.03% | -1.66% | -6.8% | 10.58% | 4.96% | 4.72% | -13.85% | -6.14% | 11.22% | 14.15% | 13.33% | 13.5% |