SNetwork FolioBeyond Fixed Income
Provider: VettaFi
| Annualised Return | 4.59% |
| Realised Volatility | 5.11% |
| Downside Volatility | 4.72% |
| Max Drawdown | -11% |
| Winning months | 69.89% |
| Sharpe Ratio | 0.9 |
| Sortino Ratio | 0.97 |
| Calmar Ratio | 0.42 |
| Viking Ratio | 0.14 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.2% | 1.27% | 0.45% | 0.65% | 0.96% | 0.4% | 0.33% | 5.39% | |||||
| 2023 | 4.81% | -1.64% | -2.12% | 0.8% | 0.28% | 1.74% | 1.04% | 0.85% | 0.03% | 0.46% | 0.75% | 0.02% | 7.08% |
| 2022 | -0.61% | 0.09% | -1.05% | -0.76% | -0.82% | -3.15% | 3.56% | -1.99% | -6.03% | 4.64% | 2.15% | -1.78% | -6.03% |
| 2021 | -0.1% | -0.15% | -0.13% | 0.35% | 0.29% | 0.22% | 0.84% | 0.02% | -0.42% | -0.07% | -0.06% | 0% | 0.78% |
| 2020 | 2.17% | 0.09% | -5.01% | 0.83% | 0.7% | 0.13% | 1.32% | -0.18% | -0.06% | -0.15% | 1.22% | 0.58% | 1.49% |
| 2019 | 2.39% | 0.63% | 1.55% | 0.58% | 0.49% | 1.47% | 0.85% | -0.3% | 1.4% | 0.55% | 0.53% | 1.35% | 12.07% |
| 2018 | 0.02% | -0.83% | 1.3% | 0.19% | 1.53% | 0.67% | 1.42% | 0.5% | -0.75% | -2.05% | 0.39% | -0.7% | 1.65% |
| 2017 | 0.79% | 1.21% | 1% | 1.48% | 0.56% | 0.52% | 0.31% | 1.13% | -0.11% | 0% | -0.04% | 0.22% | 7.28% |
| 2016 | -0.36% | 0.41% | 1.46% | 1.85% | 0.66% | 1.27% | 0.55% | 0.69% | 0.25% | -0.74% | -2.68% | 1.87% | 5.26% |
| 2015 | 0.41% | 0.96% | -0.13% | 0.34% | -0.06% | -1.41% | 0.11% | -1.09% | -0.44% | 0.72% | -0.81% | -0.49% | -1.91% |
| 2014 | 3.38% | 2.07% | 0.25% | 1% | 0.9% | 0.28% | -0.85% | 0.88% | -0.96% | 0.77% | 0.03% | -0.68% | 7.21% |
| 2013 | 0.54% | 0.21% | 0.32% | 1.01% | -1.31% | -3.58% | 0.2% | -1.92% | 1.64% | 0.37% | -0.83% | 0.26% | -3.17% |
| 2012 | 2.24% | 1.51% | 0.04% | 1.68% | 0.32% | 1.23% | 2.15% | 0.06% | 0.65% | -0.05% | 0.43% | -0.23% | 10.46% |
| 2011 | -0.59% | 1.43% | 0.21% | 1.63% | 1.42% | 0.01% | -0.03% | -2.25% | -0.94% | 2.62% | -0.82% | 2.21% | 4.89% |
| 2010 | 0.22% | 0.28% | 0.3% | 1.03% | -0.17% | 0.34% | 1.62% | 1.96% | 0.53% | 0.47% | -2.26% | -0.09% | 4.25% |
| 2009 | -5.77% | 0.42% | 5.28% | 1.79% | 1.13% | 2.21% | 0.96% | 3.88% | -1.51% | 1.35% | 0.29% | 10.05% |