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C8 US Equities Shariah - Value Sector

Provider: C8 Studio
Annualised Return 20.24%
Realised Volatility 16.59%
Downside Volatility 9.39%
Max Drawdown -16.26%
Winning months 65.15%
Sharpe Ratio 1.22
Sortino Ratio 2.16
Calmar Ratio 1.24
Viking Ratio 0.73
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 -1.69% 5.03% 6.41% -7.7% -0.64% 0.05% 6.04% 2% 0.17% -2.54% 8.36% -0.81% 14.41%
2023 3.09% -3.4% 2.46% 5.16% -4.44% 8.48% 6.54% -0.12% -2.72% -4.04% 6.1% 3.07% 20.81%
2022 8.91% -2.52% 3.57% -0.56% 9.43% -12.58% 1.01% 2.91% -7.86% 21.64% 4.01% -0.54% 26.09%
2021 -7.16% 0.57% 7.5% 3.5% 2.79% 2.5% -2.5% -2.53% 3.02% 4.89% -3.32% 9.68% 19.19%
2020 6.76% -9.37% -6.33% 11.94% 7.33% 1% 7.41% 7.27% 0.79% -2.98% 12.05% 3.37% 43.53%
2019 7.81% 5.25% 4.25% 3.54% -7.97% 6.35% 4.23% 4.57% -3.03% 0.11% 0.95% 2.46% 31.18%
2018 3.33% -2.18% -0.52% -2.13% 2.47% -0.7% 3.25% 4.52% 1.65% -5.42% 2.01% -5.42% 0.22%
2017 1.94% 3.64% 1.53% -1.14% 0.23% 3.24% -1.75% 0.07% 6.49% 2.68% 5.04% 1.71% 26.01%
2016 -1.7% 3.63% 8% -1.61% -0.71% 0.96% 3.47% 2.72% 0.4% -3.56% 7.25% -0.61% 19.01%
2015 -2.58% 8.14% -2.82% -1.8% 0.48% -2.37% 3.7% -5.96% -0.92% 8.1% 0.95% 0.79% 4.83%
2014 -4.53% 1.62% 0.49% 2.46% 3.86% 2.74% -3.24% 3.8% -0.98% 5.48% 4.05% 1.2% 17.73%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).