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C8 US Equities - Value Sector

Provider: C8 Studio
Annualised Return 13.68%
Realised Volatility 14.35%
Downside Volatility 9.61%
Max Drawdown -22.82%
Winning months 61.54%
Sharpe Ratio 0.95
Sortino Ratio 1.42
Calmar Ratio 0.6
Viking Ratio 0.38
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.96% 3.97% 7.49% -3.13% 2.35% -1.25% 4.87% 2.05% -0.68% 0% 17.43%
2023 5.2% -2.74% -4.56% 2.66% -5.56% 5.8% 5.78% -3.32% -2.22% -3.7% 7.96% 5.41% 9.76%
2022 0.35% -2.49% 0.33% 0.33% -0.88% -5.27% 4.2% -0.87% -9.48% 7.3% 7.84% -3.2% -3.15%
2021 -3.04% 7.38% 6.79% 4.53% 3.68% -1.14% 0.39% 2.33% -2.05% 4.82% -4.75% 6.09% 26.97%
2020 -0.57% -9.98% -13.77% 8.91% 3.94% -0.72% 6.97% 5.96% -1.16% -2.24% 12.92% 4.77% 12.38%
2019 6.44% 2.91% 3.4% 3.26% -5.16% 5.92% 2.52% -1.28% 3.41% 1.29% 3.32% 2.75% 32.23%
2018 5.3% -3.25% -3.21% -0.62% 0.8% -1.67% 3.94% 1.88% -0.84% -2% 1.91% -7.47% -5.75%
2017 1.12% 4.61% -1.45% 0.42% 0.4% 3.75% 0.74% 0.32% 2.95% 2.54% 3.69% 1.16% 22.02%
2016 -1.33% 2.09% 6.05% -0.45% -0.84% 1.23% 3.4% 2.49% -1.07% 0.86% 9.94% 3.17% 28.05%
2015 -5.54% 4.66% -1.42% 0.91% 1.53% -1% 2.54% -6.26% -1.97% 5.48% 0.93% -0.6% -1.44%
2014 -4.65% 3.23% 2.18% -0.67% 1.33% 2.13% -3.94% 4.26% -0.38% 4.3% 4.2% -0.17% 11.9%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).