C8 US Equities - Momentum
Provider: C8 Studio
| Annualised Return | 13.53% |
| Realised Volatility | 15.48% |
| Downside Volatility | 9.84% |
| Max Drawdown | -25.84% |
| Winning months | 60.71% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 1.38 |
| Calmar Ratio | 0.52 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.99% | 3.65% | -2.86% | 0.53% | 4.15% | 3.46% | -0.95% | 1.65% | 14.2% | ||||
| 2024 | 3.13% | 8.02% | 2.65% | -5.02% | 4.54% | 5.71% | -1.18% | 4.79% | 2.49% | -0.62% | 7.37% | -5.94% | 27.85% |
| 2023 | 1.22% | -5% | 1.28% | 1.94% | -4.66% | 5.49% | 3.71% | -1.28% | -4.96% | -3.6% | 12.66% | 8.98% | 14.98% |
| 2022 | -8.57% | -1.92% | 4.11% | -10.43% | -0.7% | -6.33% | 7.61% | -1.79% | -9.78% | 16.85% | 4.34% | -4.37% | -13.53% |
| 2021 | -0.85% | -0.42% | 2.88% | 6.06% | 2.21% | 1.75% | 0.72% | 2.67% | -4.54% | 8.08% | -4.33% | 4.87% | 19.91% |
| 2020 | 2.86% | -7.48% | -9.09% | 12% | 4.71% | 1.46% | 6.67% | 4.52% | -2.65% | -3.92% | 8.73% | 4.86% | 22.4% |
| 2019 | 7.96% | 4.78% | 3.5% | -1% | -0.19% | 3.37% | 1.41% | 0.22% | 0.67% | -1.24% | 0.82% | 1.95% | 24.18% |
| 2018 | 6.34% | -2.62% | -1.88% | 0.1% | 3.96% | 0.91% | 2.11% | 5.87% | 0.25% | -9.28% | 2.31% | -7.5% | -0.71% |
| 2017 | 2.12% | 1.78% | 1.75% | -0.52% | 0.93% | 3.76% | 2.67% | -0.31% | 3.35% | 5.6% | 3.56% | 0.1% | 27.56% |
| 2016 | -5.36% | 0.75% | 5.09% | -0.82% | 3.42% | -1.39% | 1.88% | -1.96% | -1.02% | -2.64% | 2.63% | 1.91% | 2.02% |
| 2015 | -0.92% | 3.88% | -1.66% | -1.78% | 3.47% | -2.17% | 3.87% | -6.19% | -1.38% | 6.85% | 1.48% | -0.23% | 4.61% |
| 2014 | -2.21% | 6.05% | -1.92% | -0.25% | 3.85% | 1.45% | -0.32% | 3.84% | -0.15% | 3.67% | 5.04% | -0.08% | 20.23% |