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Tematica Select Artificial Intelligence Model

Provider: Tematica
Annualised Return 7.02%
Realised Volatility 37.54%
Downside Volatility 16.23%
Max Drawdown -51.9%
Winning months 54.9%
Sharpe Ratio 0.19
Sortino Ratio 0.43
Calmar Ratio 0.14
Viking Ratio 0
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2025 1.55% -10.02% -5.57% -13.71%
2024 0.81% 14.28% -6.05% -5.95% 6.56% 8.25% -2.72% 3.73% 2.78% 2.54% 22.2% 5.33% 60.76%
2023 21.07% 1.58% 16.26% -12.52% 38.8% 3.35% 11.85% -9.79% -5.44% -2.89% 16.75% -1.2% 91.75%
2022 -13.24% -7.33% 4.78% -19.42% 1.38% -7.71% 11.67% -11.5% -14.93% 3.89% 4.91% -11.77% -48.65%
2021 9.93% -9.58% -4.86% 3.49% 0.01% 10.66% -1.99% 6.93% -7.98% 9.73% -5.2% -1.18% 7.36%
*Performance is net of rebalancing costs, fixed fees (0.75% annually) and performance fees (0% over high watermark).