Annualised Return | 17.14% |
Realised Volatility | 27.55% |
Downside Volatility | 17.88% |
Max Drawdown | -58.57% |
Winning months | 59.81% |
Sharpe Ratio | 0.62 |
Sortino Ratio | 0.96 |
Calmar Ratio | 0.29 |
Viking Ratio | 0.33 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.32% | 4.21% | 9.29% | -4.18% | 3.18% | 3.29% | 9.09% | 5.61% | 2.29% | -0.68% | 36.56% | ||
2023 | -1.75% | -0.93% | 5.52% | -1.49% | 3.84% | 5.28% | 1% | 0.7% | -4.59% | 5.43% | 9.37% | 8.93% | 34.82% |
2022 | -11.65% | -3.9% | 13.34% | -6.61% | 0.53% | -6.23% | 13.91% | -4.13% | -4.58% | 10.14% | 8.29% | -2.2% | 2.97% |
2021 | -10% | 2.18% | 5.23% | 1.12% | 2.66% | 8.05% | 3.19% | 0.65% | -3.82% | 13.78% | -2.3% | 4.97% | 26.51% |
2020 | 3.68% | -4.38% | -35.06% | 28.06% | 11.78% | 7.42% | 13.33% | 10.39% | -0.12% | -5.49% | 14.14% | -0.52% | 32.74% |
2019 | 11.62% | 10.18% | -2.17% | 7.43% | 2.16% | 6.97% | 9.76% | 1.29% | 1.63% | 0.21% | -3.39% | 4.68% | 61.73% |
2018 | 8.1% | 1.31% | -0.05% | -0.17% | 7.02% | 1.55% | 10.49% | 4.35% | -7.29% | -8.06% | 4.21% | -10.35% | 9.04% |
2017 | 0.48% | 1.64% | 7.23% | -3.22% | 2.78% | 0.13% | 6.99% | 0.12% | 6.87% | 3.3% | 6.79% | -1.02% | 36.32% |
2016 | -5.63% | -2.24% | 6.93% | -0.03% | 5.59% | 3.51% | 9.31% | 9.55% | -4.18% | -5.26% | 8.82% | 0.84% | 28.55% |
2015 | 0.33% | 6.08% | -2.22% | -2.06% | 7.68% | -1.75% | 1.08% | -0.6% | 0.9% | 8.56% | -0.48% | -0.59% | 17.41% |
2014 | -4.23% | 6.29% | -1.74% | -1.13% | 5.41% | 2.29% | -1.48% | 5.66% | 6.73% | 3.76% | 2.31% | 7.23% | 34.84% |
2013 | 3.32% | 3.88% | 0.52% | 1.68% | 1.74% | -0.24% | 4.32% | 0.53% | 7.2% | 5.02% | 4.7% | 7.37% | 47.8% |
2012 | 6.54% | 3.97% | 1.44% | 0.13% | -5.79% | 4.63% | 2.64% | 1.99% | 2.5% | 0.93% | 0.65% | -1.3% | 19.32% |
2011 | 0.36% | 0.2% | 7.67% | 2.55% | 5.8% | 0.55% | -1.46% | -1.74% | -12% | 6.21% | 3.59% | 14.51% | 26.8% |
2010 | -3.7% | 0.69% | 13.34% | -2.98% | -4.62% | -7.81% | 10.4% | -3.66% | 8.08% | -0.3% | -0.9% | 4.54% | 11.3% |
2009 | -2.06% | -8.94% | 21.86% | 3.8% | -9.25% | -1.93% | 10.26% | 8.97% | 10.45% | -8.64% | 1.45% | -7.18% | 14.6% |
2008 | -2.39% | -11.07% | -0.84% | 3.75% | -0.31% | -10.19% | 7.27% | 8.31% | -6.78% | -17.46% | 1.36% | -3.3% | -29.94% |
2007 | 3.63% | -0.94% | -10.6% | 3.8% | 2.38% | 2.79% | -7.28% | 0.25% | 1.21% | -1.37% | -12.58% | 5.1% | -14.52% |
2006 | 3.59% | -2.74% | 3.72% | -1.49% | 0.9% | -6.14% | -11.22% | 4.9% | 10.26% | 1.39% | 1.93% | -5.9% | -2.64% |
2005 | -0.81% | 1.36% | -5.64% | -6.58% | 4.62% | -4.39% | 14.85% | -6.96% | -0.48% | -1.24% | 10.31% | -8.03% | -5.55% |
2004 | -10.12% | -4.55% | 1.83% | 3.72% | 0.49% | 5.16% | -11.98% | -2.26% | 2.52% | 2.61% | 3.66% | -1.92% | -11.9% |
2003 | -9.73% | -18.19% | -2% | 8.97% | 3.26% | -4.29% | 16.32% | -3.13% | -7.29% | 15.7% | 9.03% | 7.31% | 10.23% |
2002 | 4.21% | -10.99% | 12.58% | 3.83% | 0.85% | -5.33% | -11.21% | 0.27% | -4.75% | 12.77% | 6.77% | -9.35% | -4.19% |
2001 | -11.82% | -22.86% | 9.47% | 11.13% | 6.46% | -0.84% | 8.47% | -7.19% | -13.45% | 0.3% | 5.74% | 12.3% | -9.34% |
2000 | -11.82% | -14.23% | 47.19% | 1.12% | 11.03% | -16.62% | 15% | -1.49% | 4.82% | 6.46% | 9.84% | 4.42% | 51.09% |
1999 | 7.98% | -6.72% | -7.59% | 5.16% | -7.64% | 5.82% | -4.56% | -19.89% | 12.54% | 4.2% | -23.75% | 15.64% | -24.36% |
1998 | 7.05% | 2.23% | 21.78% | -7.98% | -4.06% | 11.61% | -0.37% | -19.8% | 23.01% | 6.73% | 2.81% | 28.07% | 81.4% |
1997 | -2.96% | -5.27% | -1.76% | 3.81% | 13.23% | 10.87% | -4.72% | 6.5% | 5.73% | -2.04% | 7.61% | 0.31% | 33.53% |
1996 | 3.37% | 5.45% | 3.61% | 7.52% | -0.49% | 0% | -4.66% | 6.37% | 3.24% | 4.02% | 4.28% | -3.3% | 32.7% |
1995 | -2.85% | 10.14% | -0.79% | 2.68% | -10.41% | 2.92% | 5.62% | 0.66% | 16.56% | -4.54% | 9.51% | -3.26% | 25.97% |
1994 | -0.39% | -6.25% | -1.84% | -0.8% | 1.46% | 5% | -4.61% | 1.59% | 8.67% | 2.93% | -2.85% | 2.93% | 5% |
1993 | 9.31% | -5.96% | 10.45% | -13.5% | 4.24% | -2.73% | -3.74% | 13.6% | -5.99% | 6.37% | -1.71% | 18.27% | 26.57% |
1992 | 16.52% | 3.86% | -6.44% | -6.23% | 7.59% | -7.05% | 1.9% | -7.39% | 7.98% | -2.73% | 6.64% | -3.59% | 8.19% |
1991 | 0% | 12.57% | 11.34% | -0.78% | 11.77% | -7.35% | 5.11% | 11.83% | -5.26% | -7.67% | -2.74% | 13.58% | 46.27% |
1990 | -5.6% | 4.72% | -1.16% | -2.34% | 8.86% | 6.49% | -7.13% | -9.9% | -2.35% | -1.26% | 15.49% | 12.86% | 16.34% |