MSILF Prime Portfolio
Provider: Exchange
| Annualised Return | 0.97% |
| Realised Volatility | 0.46% |
| Downside Volatility | 0.2% |
| Max Drawdown | -0.12% |
| Winning months | 98.41% |
| Sharpe Ratio | 2.11 |
| Sortino Ratio | 4.86 |
| Calmar Ratio | 8.15 |
| Viking Ratio | 2.28 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.47% | 0.41% | 0.43% | 0.44% | 0.49% | 0.4% | 0.47% | 0.48% | 0.44% | 0.39% | 0.38% | 0% | 4.91% |
| 2023 | 0.4% | 0.35% | 0.41% | 0.38% | 0.42% | 0.46% | 0.43% | 0.47% | 0.45% | 0.45% | 0.47% | 0.49% | 5.31% |
| 2022 | 0% | -0.01% | 0% | 0.04% | 0.07% | 0.07% | 0.14% | 0.22% | 0.23% | 0.23% | 0.33% | 0.39% | 1.75% |
| 2021 | 0.02% | 0.01% | 0.01% | 0.01% | 0% | 0% | 0.01% | 0% | 0% | 0% | 0% | 0.01% | 0.06% |
| 2020 | 0.17% | 0.13% | -0.12% | 0.13% | 0.14% | 0.03% | 0.02% | 0.02% | 0% | 0.01% | 0.01% | 0.01% | 0.55% |
| 2019 | 0.23% | 0.22% | 0.21% | 0.21% | 0.23% | 0.2% | 0.19% | 0.2% | 0.17% | 0.18% | 0.14% | 0.15% | 2.35% |
| 2018 | 0.13% | 0.11% | 0.14% | 0.16% | 0.18% | 0.18% | 0.17% | 0.21% | 0.15% | 0.19% | 0.18% | 0.2% | 2.02% |
| 2017 | 0.07% | 0.08% | 0.09% | 0.09% | 0.09% | 0.1% | 0.1% | 0.1% | 0.1% | 0.1% | 0.1% | 0.11% | 1.13% |
| 2016 | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | 0.06% | 0.05% | 0.08% | 0.48% |
| 2015 | 0% | 0% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.09% |
| 2014 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0.05% |
| 2013 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0% | 0.01% | 0% | 0.01% | 0% | 0% | 0.08% |
| 2012 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.16% |
| 2011 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.11% |
| 2010 | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.16% |
| 2009 | 0.05% | 0.03% | 0.03% | 0.02% | 0.02% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.25% |
| 2008 | 0% | 0% | 0% | 0% | 0% | 0.21% | 0.17% | 0.16% | 0.17% | 0.18% | 0.13% | 0.07% | 1.09% |
| 2007 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| 2006 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| 2005 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| 2004 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |