C8 US Equities - Value Sector
Provider: C8 Studio
| Annualised Return | 13.5% |
| Realised Volatility | 14.18% |
| Downside Volatility | 9.63% |
| Max Drawdown | -22.81% |
| Winning months | 61.83% |
| Sharpe Ratio | 0.95 |
| Sortino Ratio | 1.4 |
| Calmar Ratio | 0.59 |
| Viking Ratio | 0.37 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.89% | 3.93% | 7.53% | -3.14% | 3.8% | -1.8% | 4.83% | 2.05% | -0.73% | 2.37% | 0.33% | 21.41% | |
| 2023 | 5.2% | -2.75% | -4.56% | 2.66% | -5.56% | 5.8% | 5.92% | -3.33% | -2.2% | -3.66% | 7.8% | 5.31% | 9.71% |
| 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% | -2.41% |
| 2021 | -3.04% | 7.38% | 6.79% | 4.51% | 3.72% | -1.1% | 0.32% | 2.27% | -1.94% | 4.82% | -4.75% | 6.09% | 27.04% |
| 2020 | -0.57% | -9.98% | -13.77% | 8.91% | 3.94% | -0.72% | 6.97% | 5.96% | -1.15% | -3.07% | 11.39% | 2.32% | 7.36% |
| 2019 | 6.44% | 2.91% | 3.4% | 3.26% | -5.16% | 5.92% | 2.52% | -1.27% | 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% | 9.93% | 3.17% | 28.02% |
| 2015 | -5.54% | 4.66% | -1.42% | 0.62% | 1.42% | -0.77% | 2.55% | -6.26% | -1.97% | 5.47% | 0.93% | -0.6% | -1.59% |
| 2014 | -4.65% | 3.23% | 2.18% | -0.66% | 1.33% | 2.13% | -3.94% | 4.26% | -0.38% | 4.3% | 4.2% | -0.17% | 11.9% |