Robeco Capital Growth - BP Global Premium Equities
Provider: Robeco
| Annualised Return | 9.07% |
| Realised Volatility | 15.17% |
| Downside Volatility | 11.1% |
| Max Drawdown | -31.15% |
| Winning months | 62.67% |
| Sharpe Ratio | 0.6 |
| Sortino Ratio | 0.82 |
| Calmar Ratio | 0.29 |
| Viking Ratio | 0.4 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.84% | 3.34% | 0.12% | 2.79% | 5.38% | 3.67% | -0.28% | 2.62% | 1.73% | 0.59% | 2.46% | 0.5% | 31.35% |
| 2024 | -0.26% | 2.29% | 5.32% | -2.64% | 4.19% | -3.04% | 4.85% | 2.65% | 0.74% | -4.29% | 1.95% | -4.12% | 7.22% |
| 2023 | 6.06% | -0.8% | -1.47% | 1.03% | -4.62% | 6.25% | 3.49% | -3.21% | -2.09% | -4.3% | 9.01% | 4.94% | 13.95% |
| 2022 | -0.81% | 0.15% | -1.05% | -5.06% | 3.86% | -10.28% | 4.98% | -3.65% | -8.34% | 12.07% | 7.42% | -1.62% | -4.51% |
| 2021 | 0.78% | 5.72% | 5.71% | 2.65% | 3.98% | -2.4% | -0.37% | 1.35% | -2.8% | 2.9% | -4.63% | 6.61% | 20.46% |
| 2020 | -3.39% | -10.03% | -18.17% | 9.03% | 4.64% | 1.51% | 3.42% | 3.88% | -3.55% | -1.92% | 17.85% | 5.21% | 3.81% |
| 2019 | 7.88% | 2.01% | -0.38% | 3.31% | -7% | 6.57% | -0.85% | -2.41% | 3.08% | 2.17% | 1.86% | 2.57% | 19.52% |
| 2018 | 4.96% | -4.2% | -2.48% | 0.02% | -0.5% | -0.82% | 3.4% | 0.62% | 0.35% | -6.94% | -0.71% | -8.96% | -14.99% |
| 2017 | 2.24% | 2.64% | 0.65% | 1.6% | 2.09% | 0.07% | 2% | -0.48% | 2.13% | 2.45% | 1.97% | 1.41% | 20.41% |
| 2016 | -7.18% | -0.79% | 7.71% | 1.19% | 1.18% | -1.94% | 4.54% | 1.36% | 0.78% | -3.38% | 2.89% | 1.61% | 7.41% |
| 2015 | -1.79% | 6.53% | -1.79% | 4.02% | 0.42% | -1.84% | 0.54% | -5.66% | -4.05% | 5.9% | 0.7% | -1.61% | 0.61% |
| 2014 | -3.35% | 4.96% | 0.34% | -0.96% | 2.66% | 1.09% | -0.81% | 2% | -4.04% | 1.18% | 2.16% | -1.32% | 3.59% |
| 2013 | 0.03% | -2.91% | 5.62% | 3.86% | 2.9% | 2.99% | 12.9% |