C8 Systematic Equity - US Dividend Focus
Provider: C8
| Annualised Return | 12.32% |
| Realised Volatility | 15.33% |
| Downside Volatility | 9.98% |
| Max Drawdown | -25.18% |
| Winning months | 62.34% |
| Sharpe Ratio | 0.8 |
| Sortino Ratio | 1.23 |
| Calmar Ratio | 0.49 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0% | 0% | |||||||||||
| 2025 | 2.55% | 0.46% | -2.24% | -2.86% | 5.72% | 4.97% | -0.59% | 3.68% | 1.7% | -0.79% | 1.9% | 0.52% | 15.64% |
| 2024 | -2.95% | 4.42% | 7.58% | -4.51% | 2.2% | -0.99% | 3.44% | 0.36% | -0.53% | -2.71% | 4.82% | -5.37% | 4.98% |
| 2023 | 6.5% | -3.06% | -0.13% | 1.01% | -5.63% | 6.06% | 4.8% | -1.97% | -3.71% | -1.71% | 5.65% | 4.88% | 12.3% |
| 2022 | 0.42% | 1.4% | 3.11% | -3.98% | 0.65% | -7.17% | 9.32% | -4.95% | -8.78% | 8.74% | 6.65% | -5.13% | -1.78% |
| 2021 | -0.39% | 1.58% | 12.36% | 5.72% | 2.37% | 2.32% | 0.83% | -0.15% | -2.43% | 5.48% | -2.42% | 7.67% | 37.08% |
| 2020 | -4.4% | -7.25% | -15.62% | 13.98% | 5.39% | 0.33% | 2.39% | 3.75% | -2.81% | -0.18% | 14.03% | 5.72% | 12.02% |
| 2019 | 8.52% | 4.03% | 0.55% | 5.66% | -8.08% | 6.72% | 1.75% | -3.7% | 2.81% | 3.78% | 7.63% | 3.85% | 37.51% |
| 2018 | 3.64% | -3.86% | -2.42% | 0.35% | 1.61% | 1.4% | 3.1% | 0.43% | 0.56% | -6.23% | 2.42% | -9.05% | -8.58% |
| 2017 | 1.67% | 2.75% | -0.56% | 0.94% | -0.26% | 2.79% | 0.27% | -1.56% | 4.57% | -1.38% | 5.54% | 2.49% | 18.37% |
| 2016 | -6.56% | 1.68% | 7.3% | 1.15% | 0.36% | -1.8% | 5.41% | 2.58% | -1.05% | -0.81% | 7.48% | 2.48% | 18.8% |
| 2015 | -2.54% | 5.76% | -2.63% | 1.38% | 0.2% | -0.53% | -0.58% | -5.68% | -4.22% | 7.46% | -0.55% | -5.02% | -7.54% |
| 2014 | -2.75% | 4.73% | 1.58% | -1% | 1.26% | 1.3% | -0.81% | 3.51% | -3.42% | 3.34% | 2.82% | 0.86% | 11.64% |
| 2013 | 0% | 0% | -0.02% | 2.35% | -2.32% | 3.12% | 5.94% | 4.97% | 3.23% | 18.33% |