| Annualised Return | 12.22% |
| Realised Volatility | 12.92% |
| Downside Volatility | 8.02% |
| Max Drawdown | -18.52% |
| Winning months | 67.29% |
| Sharpe Ratio | 0.95 |
| Sortino Ratio | 1.52 |
| Calmar Ratio | 0.66 |
| Viking Ratio | 0.54 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.82% | -0.43% | -2.33% | -1.54% | 3.42% | 3.74% | 0.85% | 2.47% | 2.59% | -1.35% | 12.6% | ||
| 2024 | 1.67% | 2.46% | 3.35% | -2.8% | 2.67% | 0.95% | 2.53% | 2.89% | 2.11% | -1.5% | 6.44% | -5.13% | 16.22% |
| 2023 | 0.93% | -2.27% | 1.49% | 2.19% | -4.21% | 4.95% | 2.77% | -2.19% | -2.87% | -1.07% | 3.81% | 3.72% | 6.95% |
| 2022 | -2.23% | -2.19% | 3.78% | -3.8% | 0.71% | -6.4% | 5.19% | -1.42% | -6.87% | 11.28% | 4.59% | -2.59% | -1.46% |
| 2021 | -1.35% | 2.27% | 5.83% | 2.8% | 1.98% | 0.58% | 2.29% | 0.5% | -4.09% | 6.78% | -2.01% | 5.77% | 22.87% |
| 2020 | -1.72% | -8.78% | -9.11% | 12.76% | 2.71% | 0.5% | 2.76% | 6.98% | -0.87% | -3.46% | 9.58% | 2.81% | 12.41% |
| 2019 | 5.64% | 3.08% | 1.68% | 2.34% | -3.71% | 6.34% | 0.93% | 0.08% | 1.42% | 0.07% | 3.03% | 1.88% | 24.88% |
| 2018 | 3.45% | -2.2% | -3.84% | 0.62% | 1.49% | 0.87% | 3.58% | 1.09% | 1.73% | -3.66% | 2.16% | -7.85% | -3.18% |
| 2017 | 1.91% | 3.92% | -0.41% | 0.99% | 0.45% | -0.66% | 2.14% | 0.19% | 1.38% | 3.71% | 1.85% | 4.24% | 21.41% |
| 2016 | -0.48% | -0.48% |
