Annualised Return | 13.98% |
Realised Volatility | 22% |
Downside Volatility | 15.11% |
Max Drawdown | -49.62% |
Winning months | 60% |
Sharpe Ratio | 0.64 |
Sortino Ratio | 0.93 |
Calmar Ratio | 0.28 |
Viking Ratio | 0.23 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 10.99% | 6.26% | 5.54% | 1.19% | 9.72% | -1.7% | -5.06% | 18.07% | -1.07% | -1.76% | 47.99% | ||
2023 | 2.5% | 8.78% | -3.04% | 10.61% | -7.15% | 7.39% | 3.79% | -1.07% | 3.71% | 8.74% | -3.45% | -11.26% | 18.3% |
2022 | 4.21% | 1.71% | 2.78% | -5.68% | 3.92% | -4.15% | -2.4% | 2.97% | -0.39% | 26.26% | 4.19% | 4.79% | 41.24% |
2021 | -12.92% | 14.04% | 7.12% | 3.49% | 0.45% | -2.38% | 0.15% | 5.38% | -7.1% | 9.53% | -3.44% | 10.08% | 23.23% |
2020 | 2.96% | -8.45% | -29.61% | -15.57% | 17.44% | 1.52% | 7.33% | 2.57% | -7.26% | 3.28% | 6.57% | 12.04% | -15.9% |
2019 | 9.84% | 11.31% | -1.07% | 4.52% | 1.92% | 7.7% | 4.34% | 2.09% | 6.28% | -0.52% | 0.5% | 2.19% | 60.52% |
2018 | 0.19% | -2.97% | -3% | -6.38% | -2.1% | 1.19% | 15.5% | 0.03% | -2.49% | -4.83% | 0.88% | -6.64% | -11.69% |
2017 | 2.39% | 7.04% | 0.21% | 2.32% | 0.29% | -4.07% | 4.26% | 0.08% | 1.19% | 1.16% | -4.97% | -4.14% | 5.19% |
2016 | -3.15% | 0.58% | 4.65% | -0.86% | 3.08% | -0.91% | 0.88% | 11.44% | -2.08% | -1.63% | 6.09% | 4.32% | 23.71% |
2015 | -1.91% | 2.05% | 4.12% | -1.49% | 5.29% | 4.8% | 6.57% | -4.32% | 7.6% | 1.93% | -3.23% | -3.75% | 18.02% |
2014 | -9.85% | 4.29% | 2.53% | -0.38% | -0.68% | 0.9% | -6.95% | 3.99% | -1.55% | 2.92% | 1.78% | 3.11% | -0.99% |
2013 | 5.45% | 5.82% | 7.02% | 0.93% | -3.49% | 0.39% | 5.36% | -1.58% | 1.54% | 7.08% | 1.5% | 1.46% | 35.6% |
2012 | -3.17% | 2.77% | 0.51% | 5.48% | -2.67% | 3.82% | -2.24% | 2.86% | 4.34% | 5.79% | 2.38% | -2.39% | 18.24% |
2011 | 0.23% | 2.55% | 9.6% | 4.85% | -2.7% | -5.37% | 5.89% | -0.36% | -2.98% | 10.08% | 5% | -1.43% | 26.85% |
2010 | -0.01% | 3.41% | 3.07% | -0.88% | -2.73% | 1.33% | 5.05% | 1.97% | 5.01% | 3.09% | 4.53% | -2.49% | 23.06% |
2009 | -14.19% | -10.22% | -0.26% | 7.28% | -1.66% | 3.1% | 6.16% | 4.47% | 3.95% | -0.25% | 3.76% | 2.36% | 2.07% |
2008 | 0.16% | -2.81% | 0.28% | 2.88% | -0.41% | -5.74% | 5.14% | 0.04% | 4.69% | -4.49% | -2.81% | 3.41% | -0.36% |
2007 | -4.47% | -0.15% | 5.77% | 6.76% | -1.28% | 0.9% | -3.97% | 3.11% | 3.59% | 0.48% | -6.67% | 0.82% | 4.05% |
2006 | -0.75% | 4.08% | 2.09% | 5.21% | -5.51% | 3.59% | 2.35% | -2.05% | 6.51% | 1.26% | 3.9% | 1.21% | 23.49% |
2005 | -5.09% | 12.93% | -3.47% | -0.13% | 11.65% | 0.9% | 2.11% | -5.54% | 14.13% | -0.18% | 5.98% | 4.36% | 41.47% |
2004 | 10.01% | -3.28% | -0.73% | -4.61% | -4.23% | 3.69% | -3.46% | -4.93% | 6.39% | -3.52% | 3.67% | -0.64% | -2.91% |
2003 | -2.08% | 2.42% | 8.6% | 2.36% | 6.47% | -6.27% | -1.1% | -0.87% | -2.74% | 10.37% | 1.26% | 7.85% | 27.88% |
2002 | -0.89% | 5.41% | -4.05% | 13.06% | 1.78% | -5.22% | -4.3% | 3.97% | -0.39% | 0.39% | 8% | 3.04% | 21.05% |
2001 | 2.92% | 3.64% | -0.78% | -0.16% | 5.68% | -5.97% | 7.04% | 4.99% | -5.37% | 40.3% | 0.64% | 8.88% | 71.66% |
2000 | 15.84% | 4.27% | 7.38% | -6.01% | -2.54% | -0.42% | 3.77% | -2.01% | 3.7% | -1.59% | -3.22% | 0% | 18.81% |
1999 | -5.75% | -7.32% | -20.39% | -4.14% | 10.35% | -15.63% | 3.71% | 7.14% | 4.16% | -16.4% | -0.96% | -2.41% | -41.95% |
1998 | 0% | 0% | 7.87% | 4.42% | -0.75% | 0.25% | -0.25% | -12.56% | 1.15% | -5.68% | 3.61% | 1.16% | -2.24% |
1997 | -14.2% | -1.13% | 3.42% | 11.76% | 0% | 10.53% | 1.79% | 4.68% | 2.8% | -1.09% | 1.1% | -3.26% | 14.84% |
1996 | -12.83% | -0.61% | 1.24% | -3.05% | -0.63% | -0.63% | -11.46% | -2.88% | 12.59% | -5.26% | -2.09% | 9.93% | -17.11% |
1995 | 2.35% | 1.15% | -6.25% | 13.33% | 10% |