| Annualised Return | 12.74% |
| Realised Volatility | 20.01% |
| Downside Volatility | 12.53% |
| Max Drawdown | -42.05% |
| Winning months | 58.33% |
| Sharpe Ratio | 0.64 |
| Sortino Ratio | 1.02 |
| Calmar Ratio | 0.3 |
| Viking Ratio | 0.08 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.97% | -6.73% | -1.18% | -2.77% | -4.73% | 4.19% | -0.19% | 4.39% | -3.5% | 8.64% | 5.29% | -0.08% | -0.81% |
| 2024 | 3.7% | 5.51% | -1.24% | -1.24% | 4.13% | -2.6% | 10.9% | -2.8% | 3.33% | -11.64% | -2.43% | -4.12% | -0.35% |
| 2023 | -0.39% | -6.37% | 1.93% | -6% | -3.08% | 4.64% | 6.27% | 3.9% | -6.38% | -12.77% | 16.3% | 3.7% | -1.44% |
| 2022 | -13.14% | -3.98% | 6.99% | -14.39% | 5.05% | -3.81% | 14.97% | -7.4% | -4.22% | -2.56% | 8.64% | -2.83% | -19.02% |
| 2021 | 7.07% | -7.64% | 2.56% | 12.82% | 0.87% | 4.85% | 10.85% | 8.97% | -6.02% | 2.41% | 3.17% | 2.36% | 48.57% |
| 2020 | 4.81% | -10.13% | -4.13% | 18.1% | 1.93% | 6.25% | 15.25% | 1.31% | 4.38% | 6.6% | -2.14% | -1.03% | 45.34% |
| 2019 | 7.56% | 14.52% | 4.07% | 0.32% | -0.32% | 8.4% | -1.69% | 1.13% | 1.77% | -4.58% | 5.92% | 5.25% | 49.55% |
| 2018 | 9.11% | -3.46% | 0.3% | 2.46% | -1.04% | -0.44% | 3.95% | 0.94% | 5.1% | -8.52% | 10.2% | -5.71% | 11.8% |
| 2017 | 7.81% | 1.94% | 0.14% | -2.57% | 1.93% | -0.48% | -3.44% | 2.37% | 3% | 7.57% | 2.27% | -1.48% | 20.01% |
| 2016 | -6.71% | 3.02% | 6.44% | 1.99% | 1.66% | 2.85% | 6.29% | -0.04% | -3.55% | 0.2% | -0.48% | -0.26% | 11.2% |
| 2015 | -3.89% | 5.95% | -2.57% | -3.56% | 5.42% | -0.69% | 6.98% | -4.96% | -1.92% | 9.51% | 3.3% | -3.5% | 9.04% |
| 2014 | -3.64% | 2.82% | -1.82% | -2.16% | 6.88% | 0.51% | -6.16% | 3.7% | -0.69% | 5.82% | 3.93% | 2.69% | 11.59% |
| 2013 | 7.21% | 2.79% | 0.93% | -1.95% | 1.44% | 2.44% | 6.38% | -2.7% | 5.84% | 4% | 3.76% | 3.24% | 38.31% |
| 2012 | 11.63% | 0.61% | 6.05% | -3.18% | -4.15% | 0.26% | 1.4% | 1.44% | 3% | -6.2% | 4.33% | 3.62% | 19.06% |
| 2011 | -2.35% | 9.86% | 2.61% | 6.44% | -1.29% | -2.79% | -7.32% | -6.72% | -8.4% | 15.28% | 0.06% | -2.72% | -0.09% |
| 2010 | -5.12% | 3.67% | 8.09% | 5.47% | -5.81% | -6.43% | 3.48% | -5.42% | 11.84% | 6.77% | -0.25% | 9.11% | 25.69% |
| 2009 | -1.2% | -9.24% | 6.87% | 7.78% | 3.27% | 2.35% | -0.81% | -0.87% | 10.94% | 1.35% | 3.94% | 6.09% | 33.11% |
| 2008 | -14.57% | -1.08% | 2.57% | 2.62% | 0.2% | -1.09% | 3.04% | 2.41% | -14.88% | -14.64% | -6.08% | 1.8% | -35.37% |
| 2007 | 3.08% | -3.2% | -0.31% | -0.36% | 3.24% | 2.76% | -1.09% | 3.99% | 6.54% | 3.58% | 1.34% | 1.09% | 22.29% |
