Annualised Return | 15.58% |
Realised Volatility | 30.12% |
Downside Volatility | 22.58% |
Max Drawdown | -70.87% |
Winning months | 59.57% |
Sharpe Ratio | 0.52 |
Sortino Ratio | 0.69 |
Calmar Ratio | 0.22 |
Viking Ratio | 0.11 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.42% | 10.07% | 6.72% | -0.09% | 2.38% | 0.68% | 2.18% | 12.17% | -1.33% | 4.07% | 40.34% | ||
2023 | 5.68% | -4.42% | -2.92% | 4.47% | -13.38% | 8.93% | 10.19% | -2.74% | -2.71% | 4.31% | 5.6% | 1.99% | 13.21% |
2022 | 4.9% | 7.61% | 8.16% | -9.07% | 3.98% | -15.72% | 9.33% | 2.49% | -16.32% | 17.61% | 12.81% | -1.82% | 18.86% |
2021 | 6.13% | 11.2% | 14.38% | 5.24% | 0.76% | 5.5% | -4.94% | 1.06% | 10.42% | 11.3% | -5.94% | -1.8% | 64.67% |
2020 | 0.17% | -10.89% | -67.31% | 41.77% | 22.59% | -9.46% | -13.19% | -1.54% | -5.46% | 15.17% | 23.69% | 7% | -43.45% |
2019 | 20.67% | 0.08% | 8.68% | -1.51% | -6.34% | 8.16% | 1.85% | 3% | 3.38% | -5.24% | 3.1% | 6.5% | 47.76% |
2018 | 11.54% | -4.3% | 1.05% | 7.22% | 13.19% | 2.45% | 0.87% | -5.29% | 2.85% | -3.23% | -5.1% | -12.18% | 6.27% |
2017 | -2.93% | -1.92% | 2.57% | -4.02% | -5.57% | 4.99% | 8.45% | -2.95% | 2.31% | -2.06% | -3.01% | 2.99% | -2.12% |
2016 | 3.77% | -3.65% | 24.42% | 23.11% | 19.64% | 9.71% | -5.61% | 6.11% | 9.6% | -4.57% | 13.42% | 4.51% | 149.62% |
2015 | -10.36% | 0.52% | 8.99% | 0.97% | -12.85% | -5.82% | -2.81% | -4.71% | -10.58% | 7.3% | -13.09% | -16.35% | -47.42% |
2014 | 10.15% | -0.7% | 0.19% | 7.66% | 2.01% | 5.57% | -4.53% | 8.96% | -6.62% | -9.18% | -8.11% | -8.07% | -5.33% |
2013 | 10.81% | -4.3% | 5.96% | 8.5% | -12.11% | -8.48% | 28.18% | -2.15% | 3.65% | 6.68% | 2.78% | 7.08% | 49.66% |
2012 | -3.4% | -0.63% | -1.19% | 5.95% | -3.38% | 1.96% | 5.2% | 0.79% | 8.49% | -2.09% | -4.47% | -4.72% | 1.49% |
2011 | 7.11% | 9.64% | 3.58% | 5.38% | 1.64% | 4.11% | -0.9% | -2.6% | -6.85% | 15.16% | 10.16% | 4.24% | 61.28% |
2010 | -4.41% | 5.07% | 2.98% | 8.63% | -9.5% | -2.74% | 8.63% | -7.78% | 4.96% | 11.68% | 2.59% | 8.53% | 29.3% |
2009 | 1.65% | -23.55% | 1.3% | 17.46% | 11.96% | 0.65% | 13.67% | 2.36% | 8.09% | -0.01% | 10.52% | 11.37% | 61.29% |
2008 | 5.87% | -0.92% | -4.17% | 8.66% | 4.03% | -2.46% | -6.03% | -3.89% | -21.3% | -6% | -8.02% | -0.75% | -32.39% |
2007 | 0.31% | -2.91% | 8.02% | 8.36% | 11.75% | -6.82% | 1.38% | -7.68% | 1.17% | 6.13% | -6.89% | -3.72% | 6.93% |
2006 | 7.18% | 8.25% | 5.43% | 3.3% | 1.76% | 1.34% | 10.25% | 2.85% | -1.25% | 11.01% | 3.87% | -0.28% | 67.74% |
2005 | -1.65% | 5.78% | 5.19% | -5.45% | 6.9% | 5.83% | 7.91% | -2.72% | 0.06% | -14.68% | -4.56% | -2.92% | -2.8% |
2004 | 3.61% | -2.11% | 1.53% | -6.2% | 2% | 2.9% | -3.44% | 12.19% | 10.44% | 4.04% | 4.1% | 1.79% | 33.73% |
2003 | -9.79% | 0.47% | 6.44% | 4.37% | 7.38% | -3.63% | 7.13% | 0.62% | -3.91% | -0.51% | -0.4% | 11.46% | 19.2% |
2002 | -2.44% | 5.74% | 14.31% | 5.61% | -4.99% | 5.68% | -14.96% | 4.54% | -2.28% | 1.04% | 0% | 1.37% | 11.28% |
2001 | -6.51% | -1.66% | -6.96% | 6.44% | -2.59% | -6.41% | -6.83% | -10.99% | 2.22% | 4.9% | -0.12% | 3.72% | -23.53% |
2000 | 5.19% | -13.16% | 10.2% | 2.21% | 15.35% | -10.89% | 4.03% | 19.74% | 24.45% | 0.44% | 3% | 17.92% | 99.98% |
1999 | -18.22% | -8.97% | -7.04% | 14.15% | 7.38% | 5.83% | 1.17% | -2.36% | -2.41% | -2.68% | -7.71% | -6.73% | -27.5% |
1998 | -14.61% | 2.38% | 16.43% | 0.16% | -3.55% | 2.08% | -13.69% | -11.91% | 13.1% | 1.64% | 1.64% | 3.77% | -7.47% |
1997 | -0.24% | -3.8% | -8.77% | 15.6% | 1.68% | 6.4% | 9.69% | -7.5% | 0.78% | 6.1% | 8.92% | 8.03% | 39.78% |
1996 | -7.45% | 4.19% | 10.34% | 9.57% | 4.81% | -8.26% | 6.7% | 3.79% | 0.46% | -1.18% | 2.33% | 9.09% | 37.56% |
1995 | -1.21% | -1.43% | 9.42% | 2.83% | -0.65% | 12.49% | 10.12% | -5.92% | 6.29% | 6.12% | -3.59% | -2.66% | 34.28% |
1994 | 6.18% | -8.23% | -5.51% | -1.35% | -1.5% | 4.58% | 9.74% | -2.7% | -6.25% | 6.13% | -2.13% | 4.35% | 1.52% |
1993 | 2.12% | 10.14% | 9.2% | 5.75% | 0.53% | 11.77% | -18.13% | 1.78% | 3.49% | -3.31% | -3.53% | -7.92% | 8.08% |
1992 | -2.24% | -6.93% | 6.62% | 2.47% | -1.54% | 6.24% | 0.83% | 0.74% | 2.21% | 5.79% | -6.9% | 8.9% | 15.78% |
1991 | -4.52% | 0% | -7.21% | 13.37% | 5.22% | -5.79% | -2.92% | 1.82% | 0.91% | 6.91% | 7.63% | 6.29% | 21.48% |
1990 | -8.93% | 1.71% | -1.27% | -11.53% | 4.91% | -1.87% | 8.25% | -7.14% | 20.2% | -2.79% | -0.84% | -0.84% | -3.82% |