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C8 US Equities Shariah - Value Sector

Provider: C8 Studio
Annualised Return 18.7%
Realised Volatility 15.9%
Downside Volatility 9.24%
Max Drawdown -16.28%
Winning months 64.84%
Sharpe Ratio 1.18
Sortino Ratio 2.02
Calmar Ratio 1.15
Viking Ratio 0.64
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 -1.7% 5.04% 6.41% -7.7% -0.64% 0.04% 6.05% -4.46% 2.14%
2023 3.09% -3.41% 2.46% 5.16% -4.44% 8.47% 6.52% -0.12% -2.72% -4.05% 6.13% 3.07% 20.81%
2022 8.9% -2.52% 3.57% -0.56% 9.43% -12.57% 1.01% 2.91% -7.88% 7.85% 9.08% -1.57% 16%
2021 -7.16% 0.57% 7.5% 4.05% 2.98% 2.68% -2.5% -2.53% 3.02% 4.89% -3.32% 9.68% 20.25%
2020 6.76% -9.37% -6.33% 11.94% 7.33% 1% 7.41% 7.27% 0.79% -2.98% 12.06% 3.37% 43.54%
2019 7.81% 5.24% 4.25% 3.54% -7.96% 6.35% 4.23% 4.57% -3.04% 4.43% 2.89% 1.82% 38.58%
2018 3.33% -2.19% -0.52% -2.13% 2.47% -0.7% 3.25% 4.52% 1.65% -5.42% 2.01% -5.42% 0.21%
2017 1.94% 3.63% 1.53% -1.14% 0.23% 3.24% -1.75% 0.07% 6.49% 2.68% 5.04% 1.71% 26%
2016 -3.26% 2.1% 6.81% -1.61% -0.71% 0.96% 3.47% 2.72% 0.4% -3.56% 7.25% -0.61% 14.14%
2015 -2.58% 8.14% -2.83% -2.96% 0.62% -2.67% 2.98% -5.93% -1.3% 8.1% 0.95% 0.78% 2.32%
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).