| Annualised Return | 12.65% |
| Realised Volatility | 23.26% |
| Downside Volatility | 14.13% |
| Max Drawdown | -37.12% |
| Winning months | 60.87% |
| Sharpe Ratio | 0.54 |
| Sortino Ratio | 0.9 |
| Calmar Ratio | 0.34 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.56% | 5.03% | -5.79% | 4.87% | 7.62% | 12.12% | 2.1% | 3.43% | 4.07% | -2.5% | 41.62% | ||
| 2024 | 1.13% | 4.8% | 1.24% | -6.41% | 4.12% | 1.6% | 1.38% | -0.7% | 4.96% | -1.69% | 10.68% | -2.4% | 19.22% |
| 2023 | 16.8% | -4.07% | 9.09% | -2.75% | 1.37% | 6.14% | 5.56% | -5.99% | -5.22% | -2.38% | 12.17% | 4.15% | 37.21% |
| 2022 | 6.91% | -3.32% | -4.89% | -16.45% | 2.62% | -9.23% | 5.97% | -4.04% | -13.58% | 4.15% | 9.97% | -5.38% | -27.14% |
