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C8 US Equities - Value Sector

Provider: C8 Studio
Annualised Return 14.18%
Realised Volatility 14.35%
Downside Volatility 9.58%
Max Drawdown -22.81%
Winning months 61.36%
Sharpe Ratio 0.99
Sortino Ratio 1.48
Calmar Ratio 0.62
Viking Ratio 0.36
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.89% 3.93% 7.53% -3.15% 3.8% -1.8% 4.83% 2.05% -0.73% 2.37% 9.32% -1.07% 30.88%
2023 5.2% -2.75% -4.56% 2.66% -5.56% 5.8% 5.92% -3.33% -2.21% -3.65% 7.8% 5.32% 9.72%
2022 0.53% -2.44% 0.37% 0.31% -0.61% -5.54% 4.13% -0.68% -9.43% 8.94% 5.97% -2.64% -2.4%
2021 -3.04% 7.38% 6.79% 4.51% 3.72% -1.1% 0.33% 2.27% -1.94% 4.82% -4.75% 6.09% 27.03%
2020 -0.56% -9.98% -13.77% 8.91% 3.94% -0.72% 6.97% 5.96% -1.15% -3.07% 11.38% 2.32% 7.38%
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% 32.24%
2018 5.3% -3.25% -3.21% -0.62% 0.8% -1.67% 3.94% 1.88% -0.84% -2.01% 1.91% -7.46% -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% 0.85% 9.93% 3.17% 28.02%
2015 -5.54% 4.66% -1.42% 0.62% 1.42% -0.77% 2.54% -6.26% -1.97% 5.48% 0.93% -0.6% -1.59%
2014 -4.65% 3.23% 2.18% -0.66% 1.33% 2.13% -3.94% 4.27% -0.38% 4.3% 4.2% -0.18% 11.9%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).