C8 US Equities Shariah - Value Sector
Provider: C8 Studio
| Annualised Return | 19.74% |
| Realised Volatility | 16.49% |
| Downside Volatility | 9.41% |
| Max Drawdown | -16.27% |
| Winning months | 65.65% |
| Sharpe Ratio | 1.2 |
| Sortino Ratio | 2.1 |
| Calmar Ratio | 1.21 |
| Viking Ratio | 0.72 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.7% | 5.03% | 6.41% | -7.7% | -0.64% | 0.05% | 6.04% | 2% | 0.18% | -1.7% | 1.3% | 8.76% | |
| 2023 | 3.09% | -3.4% | 2.46% | 5.16% | -4.44% | 8.47% | 6.54% | -0.12% | -2.72% | -4.05% | 6.1% | 3.07% | 20.81% |
| 2022 | 8.91% | -2.51% | 3.57% | -0.56% | 9.43% | -12.58% | 1.01% | 2.91% | -7.86% | 21.64% | 4.01% | -0.53% | 26.1% |
| 2021 | -7.16% | 0.57% | 7.5% | 3.49% | 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% | 3.38% | 43.54% |
| 2019 | 7.81% | 5.24% | 4.25% | 3.54% | -7.96% | 6.35% | 4.23% | 4.57% | -3.02% | 0.11% | 0.95% | 2.46% | 31.18% |
| 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% | 0.22% |
| 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 | -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% | 2.98% | -5.93% | -1.3% | 8.1% | 0.95% | 0.79% | 3.74% |
| 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% |