C8 US Equities - Carry
Provider: C8 Studio
| Annualised Return | 9.33% |
| Realised Volatility | 15.82% |
| Downside Volatility | 11.56% |
| Max Drawdown | -29.82% |
| Winning months | 59.86% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 0.81 |
| Calmar Ratio | 0.31 |
| Viking Ratio | 0.4 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.35% | 5.99% | 0.55% | -4.74% | 1.07% | 1.72% | -0.94% | 5.52% | -0.77% | 0.8% | 11.69% | ||
| 2024 | 0.19% | 0.03% | 6.33% | -3.92% | 4.38% | -0.03% | 6.99% | 3.4% | 1.6% | 0.45% | 4.49% | -7.55% | 16.53% |
| 2023 | 4.49% | -5.28% | -1.1% | 0.18% | -7.47% | 5.61% | 3.95% | -3.01% | -4.37% | -1.89% | 8.28% | 5.28% | 3.33% |
| 2022 | 3.87% | -0.31% | 5.2% | -1.36% | 6.49% | -9.46% | 3.73% | -1.88% | -9.86% | 14.24% | 5.61% | -3.31% | 10.9% |
| 2021 | 1.04% | 9.25% | 7.5% | 3.24% | 3.04% | -0.66% | -1.34% | 1.58% | -1.96% | 3.19% | -2.68% | 7.71% | 33.26% |
| 2020 | -4.25% | -9.76% | -18.78% | 13.14% | 1.88% | -0.1% | 0.23% | 2.79% | -5.31% | -1.66% | 16.03% | 3.86% | -6.58% |
| 2019 | 7.4% | 2.71% | 2.54% | 0.2% | -6.36% | 5.6% | -0.25% | -2.6% | 4.59% | 0.23% | 2.14% | 2.77% | 19.83% |
| 2018 | 1.7% | -6.02% | -1.91% | 0.58% | 1.65% | 1.37% | 2.31% | 0.35% | 0.42% | -3.58% | 1.97% | -8.48% | -9.88% |
| 2017 | -0.02% | 2.64% | -1.21% | -1.25% | -0.06% | 0.55% | 0.11% | -0.68% | 3.29% | -1.08% | 4.2% | 1.26% | 7.83% |
| 2016 | -1.39% | 2.15% | 8.31% | 1.37% | 0.28% | 4.85% | 2.3% | -1.54% | 0.46% | -2.93% | 3.09% | 3.28% | 21.6% |
| 2015 | -0.41% | 1.32% | -2.36% | 3.08% | -1.59% | -3.8% | -0.57% | -4.48% | -2.33% | 7.74% | -1.52% | -1.86% | -7.12% |
| 2014 | -2.33% | 2.94% | 3.07% | 3.82% | 1.61% | 2.22% | -1.63% | 3.1% | -2.62% | 3.71% | 0.62% | -0.26% | 14.87% |