C8 US Equities - Carry
Provider: C8 Studio
| Annualised Return | 9.48% |
| Realised Volatility | 16.03% |
| Downside Volatility | 11.54% |
| Max Drawdown | -29.89% |
| Winning months | 58.33% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 0.82 |
| Calmar Ratio | 0.32 |
| Viking Ratio | 0.27 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.19% | 0.04% | 6.35% | -3.49% | 4.68% | -0.07% | 6.96% | 3.56% | 1.6% | 0.46% | 4.49% | -1.16% | 25.63% |
| 2023 | 4.45% | -5.19% | -1.21% | 0.29% | -7.41% | 5.46% | 4.11% | -3% | -4.38% | -1.78% | 8.32% | 5.01% | 3.35% |
| 2022 | 3.89% | -0.32% | 5.17% | -1.38% | 6.32% | -9.91% | 3.3% | -1.9% | -9.67% | 14.35% | 5.55% | -3.53% | 9.66% |
| 2021 | 1.01% | 9.39% | 7.32% | 3.22% | 3.01% | -0.7% | -1.34% | 1.58% | -1.96% | 3.23% | -2.68% | 7.74% | 33.15% |
| 2020 | -4.23% | -9.73% | -18.9% | 13.16% | 1.95% | -0.09% | -0.58% | 3.06% | -5.4% | -1.59% | 16.12% | 3.92% | -6.99% |
| 2019 | 7.4% | 2.72% | 2.4% | 0.3% | -6.23% | 5.71% | -0.28% | -2.68% | 4.61% | 0.25% | 2.19% | 2.6% | 19.86% |
| 2018 | 1.67% | -6.04% | -1.98% | 0.56% | 1.9% | 1.25% | 2.29% | 0.34% | 0.42% | -3.64% | 2.04% | -8.45% | -9.86% |
| 2017 | -0.59% | 2.56% | -1.08% | -1.31% | -0.15% | 0.74% | 0.19% | -0.69% | 3.35% | -1.08% | 4.19% | 1.28% | 7.47% |
| 2016 | -1.49% | 2.15% | 8.41% | 1.02% | 0% | 4.85% | 2.24% | -1.46% | 0.37% | -2.94% | 3.02% | 3.2% | 20.57% |
| 2015 | -0.44% | 1.28% | -2.39% | 3.25% | -1.64% | -3.79% | -0.56% | -4.48% | -2.32% | 7.71% | -1.52% | -1.81% | -7.06% |
| 2014 | -2.6% | 2.86% | 3.13% | 3.71% | 1.46% | 2.37% | -1.98% | 3.05% | -2.44% | 4.23% | 1.07% | -0.49% | 14.99% |