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% |