C8 US Equities - Momentum
Provider: C8 Studio
| Annualised Return | 12.69% |
| Realised Volatility | 15.68% |
| Downside Volatility | 9.77% |
| Max Drawdown | -25.81% |
| Winning months | 59.56% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 1.3 |
| Calmar Ratio | 0.49 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.75% | 3.93% | -2.73% | -3.58% | 1.13% | ||||||||
| 2024 | 3.13% | 8.01% | 2.66% | -5.02% | 4.54% | 5.71% | -1.1% | 4.72% | 2.1% | -0.68% | 7.04% | -5.74% | 27.19% |
| 2023 | 1.21% | -5.01% | 1.27% | 1.94% | -4.66% | 5.49% | 3.71% | -1.28% | -4.96% | -3.6% | 12.66% | 8.98% | 14.96% |
| 2022 | -8.56% | -1.93% | 4.12% | -10.42% | -0.69% | -6.33% | 7.58% | -1.77% | -9.76% | 16.85% | 4.35% | -4.37% | -13.49% |
| 2021 | -0.85% | -0.43% | 2.89% | 6.06% | 2.22% | 1.74% | 0.71% | 2.66% | -4.54% | 8.08% | -4.34% | 4.87% | 19.92% |
| 2020 | 2.86% | -7.49% | -9.09% | 12% | 4.7% | 1.46% | 6.67% | 4.52% | -2.65% | -3.92% | 8.73% | 4.86% | 22.37% |
| 2019 | 7.99% | 4.76% | 3.51% | -1% | -0.19% | 3.36% | 1.41% | 0.23% | 0.67% | -1.24% | 0.81% | 1.95% | 24.23% |
| 2018 | 6.32% | -2.62% | -1.87% | 0.1% | 3.96% | 0.92% | 2.11% | 5.87% | 0.25% | -9.28% | 2.31% | -7.49% | -0.73% |
| 2017 | 2.12% | 1.78% | 1.75% | -0.52% | 0.91% | 3.77% | 2.66% | -0.31% | 3.35% | 5.6% | 3.56% | 0.1% | 27.55% |
| 2016 | -5.37% | 0.76% | 5.1% | -0.82% | 3.41% | -1.38% | 1.87% | -1.97% | -1.02% | -2.65% | 2.61% | 1.92% | 2% |
| 2015 | -0.92% | 3.87% | -1.66% | -1.78% | 3.46% | -2.17% | 3.87% | -6.21% | -1.39% | 6.84% | 1.47% | -0.23% | 4.56% |
| 2014 | -2.22% | 6.07% | -1.92% | -0.25% | 3.85% | 1.44% | -0.32% | 3.85% | -0.14% | 3.68% | 5.04% | -0.07% | 20.24% |