Annualised Return | -8.96% |
Realised Volatility | 36.37% |
Downside Volatility | 29.48% |
Max Drawdown | -97.9% |
Winning months | 51.17% |
Sharpe Ratio | -0.25 |
Sortino Ratio | -0.3 |
Calmar Ratio | -0.09 |
Viking Ratio | 0 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 6.41% | 3.44% | 7.32% | -0.44% | -4.54% | 6.38% | -2.32% | -4.37% | -1.91% | 9.41% | |||
2023 | -1.13% | -3.04% | -1.15% | 1.6% | -10.18% | 4.82% | 15.14% | 2.58% | 7.73% | -7.22% | -6.5% | -4.98% | -4.94% |
2022 | 14.94% | 8% | 9.84% | 4.1% | 10.77% | -5.99% | -2.86% | -6.33% | -10.71% | 9.57% | -1.82% | -0.17% | 28.97% |
2021 | 6.57% | 17.42% | -1.89% | 6.76% | 4.97% | 9.82% | 1.56% | -5.17% | 9.41% | 8.73% | -16.17% | 13.46% | 64.68% |
2020 | -15.38% | -12.82% | -55.45% | -43.23% | 35.36% | 8.42% | 3.6% | 5.19% | -7.49% | -10.75% | 22.65% | 6.59% | -67.79% |
2019 | 17.49% | 5.29% | 4.6% | 6.32% | -16.48% | 8.47% | 0% | -4.82% | -1.05% | -0.35% | 2.83% | 10.24% | 32.61% |
2018 | 8.08% | -4.7% | 5.82% | 5.42% | -1.81% | 11.14% | -5.18% | 3.01% | 5.51% | -11.15% | -22.19% | -9.97% | -19.57% |
2017 | -3.41% | 1.15% | -7.07% | -3.76% | -2.73% | -4.62% | 8.21% | -6.32% | 8.31% | 4.79% | 4.94% | 4.71% | 2.47% |
2016 | -12.27% | -6.74% | 7.78% | 16.49% | 5.04% | -2.53% | -15.64% | 6.15% | 5.5% | -3.66% | 3.8% | 7.23% | 6.55% |
2015 | -12.48% | 1.57% | -6.96% | 21.79% | -0.88% | -2.21% | -21.58% | 1.92% | -7.68% | 0.95% | -12.69% | -14.93% | -45.97% |
2014 | -1.42% | 5.66% | -0.49% | -0.76% | 3.74% | 3.21% | -6.6% | -1.53% | -3.78% | -10.99% | -16.49% | -20.41% | -42.32% |
2013 | 5.75% | -6.32% | 5.11% | -4.58% | -1.66% | 4.81% | 9.33% | 2.97% | -4.24% | -5.86% | -3.52% | 5.47% | 5.78% |
2012 | -0.76% | 8.2% | -4.13% | 1.15% | -17.82% | -2.39% | 2.67% | 9.82% | -4.93% | -6.86% | 2.45% | 2.49% | -12.44% |
2011 | -1% | 1.5% | 8.7% | 5.99% | -10.3% | -8% | 0.43% | -7.78% | -11.65% | 17.22% | 8.51% | -1.73% | -2.28% |
2010 | -9.27% | 8.92% | 3.79% | 2.58% | -17.64% | -0.23% | 4.06% | -9.68% | 9.15% | 0.95% | 2.47% | 8.21% | -0.71% |
2009 | -11.72% | -7.43% | 7.39% | -1.45% | 27.14% | 4.2% | -2.95% | -2.06% | 0.39% | 8.65% | -0.43% | 0.33% | 18.67% |
2008 | -4.5% | 11.15% | 1.17% | 13.69% | 11.42% | 10.29% | -12.03% | -7.12% | -11.69% | -32.22% | -24.28% | -21.36% | -56.31% |
2007 | 1.8% | 6.09% | 4.24% | -3.96% | -4.45% | 8.25% | 10.43% | -4.7% | 12.14% | 17.14% | -4.59% | 8.37% | 59.88% |