Annualised Return | 9.62% |
Realised Volatility | 29% |
Downside Volatility | 17.86% |
Max Drawdown | -66.78% |
Winning months | 57.33% |
Sharpe Ratio | 0.33 |
Sortino Ratio | 0.54 |
Calmar Ratio | 0.14 |
Viking Ratio | 0.3 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 9.6% | -3.15% | -8.71% | -3.06% | 12.37% | 6.05% | 20.25% | 6.43% | 14.93% | 64.64% | |||
2024 | 6.7% | 0.09% | 2.23% | 1.27% | 12.48% | 4.27% | 2.99% | 5.3% | 7.89% | 5.4% | 2.88% | -2.36% | 60.64% |
2023 | 8.36% | -1.1% | 3.92% | -5.84% | -6.42% | 13.73% | -3.14% | -2.47% | -7.16% | -12.18% | 7.5% | 6.88% | -1.23% |
2022 | 12.92% | -3.26% | -8.64% | -4.66% | 2.58% | -12.03% | 16.66% | -5.9% | -15.44% | 10.85% | 6.96% | -6.42% | -11.56% |
2021 | -0.36% | 7.27% | 13.78% | 1.61% | -0.77% | -6.26% | 2.35% | -3.9% | -8.75% | -2.52% | 4.93% | 0.38% | 5.92% |
2020 | -8.31% | -9.82% | -13.91% | 7.16% | 4.53% | 13.65% | 19.69% | 5.42% | -0.15% | -1.36% | 17.77% | -3.79% | 27.57% |
2019 | 10.1% | 5.26% | -4.91% | -3.78% | -8.83% | 15.22% | -7.46% | -8.76% | 2.41% | 3.89% | -1.32% | 0.24% | -1.02% |
2018 | -2.41% | -6.29% | -4.13% | -3.08% | 1.24% | 1.25% | 20.61% | 1.54% | 5.34% | -9.49% | 1.42% | -6.24% | -3.28% |
2017 | 9.15% | 4.82% | -2.21% | 6.85% | 1.4% | 3.26% | -3.03% | -0.77% | 4.03% | 4.65% | 3.96% | -1.24% | 34.63% |
2016 | 1.81% | -0.95% | 14.15% | -10.63% | 12.65% | -1.96% | 8.5% | 2.73% | 4.23% | -3.97% | 6.42% | 1% | 36.23% |
2015 | 3.66% | 3.15% | -7.05% | -7.72% | 0.52% | -5.69% | -5.32% | -7.2% | -0.52% | 8.64% | 1.35% | -2.4% | -18.32% |
2014 | -3.42% | 12.55% | 8.04% | 0.43% | 2.34% | 3.05% | -10.48% | 6.67% | -7.29% | 5.64% | 3.38% | 9.09% | 31.21% |
2013 | -4.91% | 5.85% | 5.71% | 8.78% | 6.68% | -7.42% | 6.75% | -6.92% | 3.92% | 17.14% | 0.54% | 4.33% | 45.03% |
2012 | -0.85% | 1.88% | 7.98% | 1.92% | -8.95% | -0.46% | -11.76% | 5.76% | 9.68% | -10.65% | 4.93% | 3.19% | -0.23% |
2011 | 14.96% | 4.06% | -10.54% | 1.5% | -3.53% | -9.93% | -12.34% | -5.2% | -17.76% | 15.61% | -6.68% | -2.19% | -31.92% |
2010 | -6.37% | -2.2% | 14.63% | -4.75% | -9.19% | -7.34% | 12.2% | -13.2% | 16.58% | 0% | -3.13% | 9.4% | 1.23% |
2009 | 6.09% | 4.86% | 25.78% | 10.17% | 0.89% | 9.25% | 5.85% | -11.02% | 1.53% | -4.57% | 14.52% | 15.77% | 105.57% |
2008 | 0.71% | -3.65% | 3.49% | 11.11% | 2.54% | -15.69% | -13.19% | 2.89% | -23.86% | -30.75% | -16.35% | 5.77% | -59.81% |
2007 | 6.9% | -1.01% | 10.23% | 4.31% | 5.4% | 2.2% | -6.69% | -1.77% | 5.48% | -1.54% | 0.32% | -1.24% | 23.6% |