C8 US Equities Shariah - Value Sector
Provider: C8 Studio
| Annualised Return | 19.17% |
| Realised Volatility | 17.67% |
| Downside Volatility | 10.1% |
| Max Drawdown | -16.26% |
| Winning months | 65.47% |
| Sharpe Ratio | 1.09 |
| Sortino Ratio | 1.9 |
| Calmar Ratio | 1.18 |
| Viking Ratio | 0.49 |
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% | 0.52% | 0.66% | |||||
| 2024 | -1.69% | 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% | 6.54% | -0.11% | -2.72% | -4.04% | 6.11% | 3.07% | 20.84% |
| 2022 | 8.9% | -2.53% | 3.57% | -0.56% | 9.43% | -12.57% | 1.01% | 2.91% | -7.86% | 21.64% | 4.01% | -0.53% | 26.06% |
| 2021 | -7.16% | 0.57% | 7.5% | 3.5% | 2.78% | 2.51% | -1.74% | -2.81% | 1.98% | 4.87% | -3.32% | 9.68% | 18.55% |
| 2020 | 6.76% | -9.37% | -6.33% | 11.94% | 7.34% | 1% | 7.41% | 7.26% | 0.77% | -4.48% | 22.37% | 3.96% | 55.17% |
| 2019 | 7.81% | 5.24% | 4.25% | 3.54% | -7.97% | 6.35% | 4.23% | 4.56% | -3.03% | 0.11% | 0.95% | 2.46% | 31.17% |
| 2018 | 3.33% | -2.18% | -0.52% | -2.14% | 2.47% | -0.7% | 3.25% | 4.52% | 1.64% | -5.42% | 2.02% | -5.42% | 0.23% |
| 2017 | 1.94% | 3.64% | 1.52% | -1.14% | 0.23% | 3.23% | -1.75% | 0.07% | 6.48% | 2.69% | 5.04% | 1.71% | 26.02% |
| 2016 | -1.7% | 3.63% | 8% | -1.61% | -0.71% | 0.96% | 3.47% | 2.72% | 0.4% | -3.56% | 7.24% | -0.62% | 19% |
| 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% | 0.48% | 2.46% | 3.86% | 2.74% | -3.24% | 3.8% | -0.99% | 5.48% | 4.05% | 1.2% | 17.72% |