C8 US Equities - Momentum
Provider: C8 Studio
| Annualised Return | 13.2% |
| Realised Volatility | 15.65% |
| Downside Volatility | 10.01% |
| Max Drawdown | -25.92% |
| Winning months | 60.77% |
| Sharpe Ratio | 0.84 |
| Sortino Ratio | 1.32 |
| Calmar Ratio | 0.51 |
| Viking Ratio | 0.31 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.13% | 8% | 2.66% | -5.02% | 4.54% | 5.7% | -1.17% | 4.8% | 2.13% | 0.43% | 27.49% | ||
| 2023 | 1.22% | -5% | 1.26% | 1.94% | -4.68% | 5.48% | 3.71% | -1.29% | -4.95% | -3.59% | 12.65% | 8.98% | 14.93% |
| 2022 | -8.55% | -1.95% | 4.12% | -10.55% | -0.69% | -6.36% | 7.55% | -1.74% | -9.74% | 16.83% | 4.37% | -4.37% | -13.62% |
| 2021 | -0.85% | -0.43% | 2.9% | 6.06% | 2.23% | 1.74% | 0.7% | 2.66% | -4.53% | 8.09% | -4.31% | 4.88% | 19.98% |
| 2020 | 2.85% | -7.49% | -9.07% | 12.02% | 4.69% | 1.46% | 6.66% | 4.52% | -2.65% | -3.92% | 8.74% | 4.86% | 22.38% |
| 2019 | 7.95% | 4.78% | 3.5% | -1% | -0.18% | 3.36% | 1.41% | 0.24% | 0.68% | -1.24% | 0.8% | 1.95% | 24.2% |
| 2018 | 6.29% | -2.63% | -1.86% | 0.09% | 3.95% | 0.92% | 2.11% | 5.87% | 0.25% | -9.27% | 2.31% | -7.49% | -0.76% |
| 2017 | 2.11% | 1.79% | 1.74% | -0.51% | 0.89% | 3.78% | 2.65% | -0.32% | 3.35% | 5.6% | 3.58% | 0.12% | 27.57% |
| 2016 | -5.36% | 0.75% | 5.1% | -0.82% | 3.4% | -1.38% | 1.87% | -1.98% | -1.02% | -2.67% | 2.6% | 1.95% | 1.96% |
| 2015 | -0.9% | 3.86% | -1.65% | -1.76% | 3.47% | -2.2% | 3.88% | -6.21% | -1.39% | 6.83% | 1.47% | -0.23% | 4.55% |
| 2014 | -2.22% | 6.05% | -1.91% | -0.25% | 3.85% | 1.45% | -0.33% | 3.85% | -0.14% | 3.68% | 5.03% | -0.06% | 20.26% |