C8 US Equities - Momentum
Provider: C8 Studio
| Annualised Return | 12.92% |
| Realised Volatility | 15.72% |
| Downside Volatility | 9.98% |
| Max Drawdown | -25.93% |
| Winning months | 60.15% |
| Sharpe Ratio | 0.82 |
| Sortino Ratio | 1.3 |
| Calmar Ratio | 0.5 |
| Viking Ratio | 0.32 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.6% | 0.6% | |||||||||||
| 2024 | 3.13% | 8.01% | 2.66% | -5.02% | 4.54% | 5.7% | -1.08% | 4.77% | 2.1% | -0.68% | 7.04% | -5.74% | 27.27% |
| 2023 | 1.22% | -5% | 1.26% | 1.94% | -4.67% | 5.48% | 3.71% | -1.28% | -4.96% | -3.6% | 12.66% | 8.98% | 14.94% |
| 2022 | -8.56% | -1.94% | 4.12% | -10.55% | -0.69% | -6.36% | 7.56% | -1.75% | -9.75% | 16.83% | 4.36% | -4.38% | -13.64% |
| 2021 | -0.85% | -0.43% | 2.9% | 6.06% | 2.22% | 1.74% | 0.71% | 2.66% | -4.53% | 8.09% | -4.33% | 4.87% | 19.94% |
| 2020 | 2.85% | -7.49% | -9.08% | 12% | 4.7% | 1.46% | 6.66% | 4.52% | -2.65% | -3.92% | 8.74% | 4.86% | 22.36% |
| 2019 | 7.95% | 4.78% | 3.51% | -1% | -0.19% | 3.36% | 1.41% | 0.23% | 0.68% | -1.24% | 0.81% | 1.95% | 24.2% |
| 2018 | 6.31% | -2.63% | -1.87% | 0.09% | 3.95% | 0.92% | 2.12% | 5.87% | 0.25% | -9.28% | 2.31% | -7.5% | -0.75% |
| 2017 | 2.11% | 1.78% | 1.74% | -0.51% | 0.9% | 3.77% | 2.66% | -0.32% | 3.35% | 5.61% | 3.58% | 0.11% | 27.58% |
| 2016 | -5.37% | 0.76% | 5.1% | -0.82% | 3.4% | -1.38% | 1.87% | -1.98% | -1.02% | -2.66% | 2.6% | 1.94% | 1.98% |
| 2015 | -0.91% | 3.87% | -1.65% | -1.76% | 3.47% | -2.2% | 3.87% | -6.21% | -1.39% | 6.84% | 1.47% | -0.23% | 4.56% |
| 2014 | -2.22% | 6.05% | -1.91% | -0.25% | 3.85% | 1.45% | -0.32% | 3.86% | -0.14% | 3.68% | 5.03% | -0.07% | 20.25% |