C8 US Equities - Value Sector
Provider: C8 Studio
| Annualised Return | 14.34% |
| Realised Volatility | 14.78% |
| Downside Volatility | 9.6% |
| Max Drawdown | -22.8% |
| Winning months | 61.87% |
| Sharpe Ratio | 0.97 |
| Sortino Ratio | 1.49 |
| Calmar Ratio | 0.63 |
| Viking Ratio | 0.6 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.15% | 1.61% | -2.85% | -4.7% | 4.55% | 3.99% | 0.74% | 8.35% | |||||
| 2024 | 0.89% | 3.93% | 7.52% | -3.14% | 3.8% | -1.8% | 5% | 2.04% | -0.56% | 2.33% | 9.52% | -7.26% | 23.27% |
| 2023 | 5.21% | -2.77% | -4.47% | 2.67% | -5.54% | 5.81% | 5.91% | -3.32% | -2.21% | -3.64% | 7.8% | 5.31% | 9.84% |
| 2022 | 0.5% | -2.46% | 0.38% | 0.29% | -0.61% | -5.51% | 4.15% | -0.69% | -9.42% | 8.94% | 5.98% | -2.67% | -2.44% |
| 2021 | -3.05% | 7.37% | 6.78% | 4.52% | 3.7% | -1.08% | 0.35% | 2.24% | -1.96% | 4.8% | -4.75% | 6.09% | 26.96% |
| 2020 | -0.56% | -9.97% | -13.77% | 8.92% | 3.95% | -0.73% | 6.97% | 5.97% | -1.17% | -2.33% | 15.31% | 5.6% | 15.62% |
| 2019 | 6.45% | 2.91% | 3.39% | 3.27% | -5.16% | 5.93% | 2.55% | -1.36% | 3.45% | 1.33% | 3.33% | 2.76% | 32.32% |
| 2018 | 5.36% | -3.21% | -3.23% | -0.66% | 0.77% | -1.72% | 3.98% | 1.84% | -0.88% | -2.05% | 1.97% | -7.46% | -5.8% |
| 2017 | 1.13% | 4.61% | -1.45% | 0.42% | 0.4% | 3.75% | 0.74% | 0.33% | 2.94% | 2.53% | 3.68% | 1.19% | 22.06% |
| 2016 | -1.34% | 2.1% | 6.05% | -0.45% | -0.84% | 1.23% | 3.4% | 2.49% | -1.07% | 0.85% | 9.93% | 3.17% | 27.99% |
| 2015 | -5.55% | 4.66% | -1.42% | 0.62% | 1.41% | -0.77% | 2.54% | -6.26% | -1.97% | 5.47% | 0.93% | -0.59% | -1.6% |
| 2014 | -4.65% | 3.23% | 2.18% | -0.66% | 1.33% | 2.12% | -3.94% | 4.26% | -0.39% | 4.29% | 4.21% | -0.18% | 11.88% |