C8 US Equities Shariah - Value Sector
Provider: C8 Studio
| Annualised Return | 19.05% |
| Realised Volatility | 17.56% |
| Downside Volatility | 10.06% |
| Max Drawdown | -16.26% |
| Winning months | 65.25% |
| Sharpe Ratio | 1.08 |
| Sortino Ratio | 1.89 |
| Calmar Ratio | 1.17 |
| Viking Ratio | 0.47 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.54% | 4.06% | -1.23% | -10.26% | 1.43% | 2.39% | 1.95% | 0.69% | -1.14% | 1.62% | |||
| 2024 | -1.68% | 5.03% | 6.4% | -7.7% | -0.64% | 0.05% | 6.04% | 2.01% | 0.17% | -2.54% | 8.36% | -8% | 6.12% |
| 2023 | 3.11% | -3.41% | 2.46% | 5.16% | -4.44% | 8.48% | 6.53% | -0.11% | -2.73% | -4.04% | 6.11% | 3.07% | 20.85% |
| 2022 | 8.89% | -2.53% | 3.57% | -0.56% | 9.43% | -12.58% | 1.01% | 2.91% | -7.86% | 21.64% | 4.01% | -0.53% | 26.05% |
| 2021 | -7.16% | 0.57% | 7.5% | 3.09% | 3.81% | 2.65% | -1.74% | -2.81% | 1.98% | 4.86% | -3.32% | 9.68% | 19.4% |
| 2020 | 6.76% | -9.37% | -6.33% | 11.94% | 7.34% | 1% | 7.41% | 7.26% | 0.77% | -4.48% | 22.37% | 3.96% | 55.16% |
| 2019 | 7.81% | 5.24% | 4.25% | 3.54% | -7.96% | 6.35% | 4.23% | 4.56% | -3.03% | 0.11% | 0.95% | 2.46% | 31.17% |
| 2018 | 3.33% | -2.17% | -0.53% | -2.14% | 2.46% | -0.7% | 3.25% | 4.52% | 1.64% | -5.42% | 2.02% | -5.42% | 0.23% |
| 2017 | 1.95% | 3.64% | 1.52% | -1.14% | 0.23% | 3.23% | -1.75% | 0.07% | 6.48% | 2.69% | 5.03% | 1.71% | 26.03% |
| 2016 | -1.7% | 3.64% | 7.99% | -1.61% | -0.71% | 0.96% | 3.48% | 2.72% | 0.4% | -3.56% | 7.23% | -0.62% | 19% |
| 2015 | -2.58% | 8.14% | -2.82% | -1.8% | 0.48% | -2.37% | 3.7% | -5.96% | -0.92% | 8.11% | 0.95% | 0.79% | 4.83% |
| 2014 | -4.53% | 1.62% | 0.48% | 2.46% | 3.86% | 2.74% | -3.24% | 3.8% | -0.99% | 5.48% | 4.05% | 1.2% | 17.72% |