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% |