C8 US Equities - Momentum
Provider: C8 Studio
| Annualised Return | 13.53% |
| Realised Volatility | 15.5% |
| Downside Volatility | 9.86% |
| Max Drawdown | -25.82% |
| Winning months | 61.15% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 1.37 |
| Calmar Ratio | 0.52 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.75% | 3.93% | -2.74% | 0.52% | 4.15% | 3.47% | 0% | 13.6% | |||||
| 2024 | 3.13% | 8.01% | 2.66% | -5.01% | 4.54% | 5.71% | -1.1% | 4.72% | 2.1% | -0.68% | 7.05% | -5.74% | 27.19% |
| 2023 | 1.21% | -5% | 1.27% | 1.94% | -4.67% | 5.48% | 3.71% | -1.28% | -4.96% | -3.6% | 12.66% | 8.98% | 14.96% |
| 2022 | -8.57% | -1.93% | 4.11% | -10.43% | -0.69% | -6.33% | 7.6% | -1.78% | -9.77% | 16.85% | 4.35% | -4.38% | -13.51% |
| 2021 | -0.85% | -0.42% | 2.89% | 6.06% | 2.22% | 1.75% | 0.71% | 2.67% | -4.54% | 8.08% | -4.34% | 4.87% | 19.91% |
| 2020 | 2.86% | -7.49% | -9.1% | 12% | 4.7% | 1.46% | 6.67% | 4.52% | -2.65% | -3.92% | 8.73% | 4.86% | 22.37% |
| 2019 | 7.96% | 4.78% | 3.51% | -1% | -0.2% | 3.36% | 1.41% | 0.22% | 0.67% | -1.24% | 0.82% | 1.95% | 24.19% |
| 2018 | 6.33% | -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% | 1.77% | 1.75% | -0.52% | 0.92% | 3.76% | 2.67% | -0.31% | 3.35% | 5.6% | 3.56% | 0.1% | 27.56% |
| 2016 | -5.36% | 0.74% | 5.09% | -0.82% | 3.41% | -1.38% | 1.87% | -1.97% | -1.03% | -2.65% | 2.62% | 1.92% | 2.01% |
| 2015 | -0.92% | 3.87% | -1.66% | -1.78% | 3.46% | -2.17% | 3.87% | -6.19% | -1.38% | 6.85% | 1.48% | -0.23% | 4.59% |
| 2014 | -2.21% | 6.05% | -1.92% | -0.25% | 3.85% | 1.44% | -0.32% | 3.84% | -0.15% | 3.68% | 5.04% | -0.07% | 20.23% |