C8 US Equities - Value Sector
Provider: C8 Studio
| Annualised Return | 14.27% |
| Realised Volatility | 14.68% |
| Downside Volatility | 9.59% |
| Max Drawdown | -22.77% |
| Winning months | 61.97% |
| Sharpe Ratio | 0.97 |
| Sortino Ratio | 1.49 |
| Calmar Ratio | 0.63 |
| Viking Ratio | 0.48 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.18% | 1.46% | -2.76% | -4.84% | 4.52% | 4.12% | 0.21% | 2.51% | 0.23% | -0.65% | 9.92% | ||
| 2024 | 0.89% | 3.94% | 7.52% | -3.15% | 3.8% | -1.79% | 4.83% | 2.07% | -0.72% | 2.4% | 9.44% | -7.36% | 22.76% |
| 2023 | 5.22% | -2.77% | -4.46% | 2.67% | -5.54% | 5.82% | 5.9% | -3.32% | -2.21% | -3.64% | 7.81% | 5.31% | 9.86% |
| 2022 | 0.5% | -2.47% | 0.39% | 0.28% | -0.61% | -5.51% | 4.15% | -0.7% | -9.42% | 8.94% | 5.99% | -2.68% | -2.46% |
| 2021 | -2.39% | 8.44% | 6.8% | 4.54% | 3.67% | -1.06% | 0.37% | 2.22% | -1.97% | 4.79% | -4.76% | 6.1% | 29.09% |
| 2020 | -0.53% | -9.96% | -13.77% | 8.91% | 3.98% | -0.76% | 6.99% | 5.93% | -1.18% | -2.33% | 15.3% | 5.59% | 15.59% |
| 2019 | 6.44% | 2.91% | 3.38% | 3.29% | -5.16% | 5.94% | 2.55% | -1.33% | 3.45% | 1.33% | 3.3% | 2.76% | 32.32% |
| 2018 | 5.36% | -3.21% | -3.23% | -0.66% | 0.78% | -1.72% | 3.99% | 1.84% | -0.89% | -2.08% | 1.97% | -7.46% | -5.83% |
| 2017 | 1.13% | 4.61% | -1.45% | 0.42% | 0.4% | 3.75% | 0.75% | 0.33% | 2.94% | 2.53% | 3.68% | 1.19% | 22.07% |
| 2016 | -1.35% | 2.1% | 6.05% | -0.45% | -0.84% | 1.22% | 3.4% | 2.49% | -1.07% | 0.85% | 9.93% | 3.16% | 27.97% |
| 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% | 2.17% | -0.66% | 1.33% | 2.12% | -3.94% | 4.26% | -0.39% | 4.29% | 4.21% | -0.18% | 11.88% |