Annualised Return | 12.48% |
Realised Volatility | 24.1% |
Downside Volatility | 17.88% |
Max Drawdown | -67.53% |
Winning months | 60.29% |
Sharpe Ratio | 0.52 |
Sortino Ratio | 0.7 |
Calmar Ratio | 0.18 |
Viking Ratio | 0.09 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.74% | 1.19% | 5.06% | -0.72% | 4.99% | 0.74% | 13.75% | -0.03% | 4.31% | -0.34% | 32.93% | ||
2023 | 7.54% | -0.45% | -22.34% | 5.21% | -4.28% | 3.86% | 13.01% | -9.66% | 1.12% | -10.83% | 14.85% | 6.95% | -1.68% |
2022 | 10.29% | 8.33% | -6.99% | -1.69% | 8.72% | -11.43% | 11.33% | 3.12% | -3% | -4.51% | 1.69% | -14.68% | -2.94% |
2021 | 4.06% | 14.75% | 0.44% | 4.01% | 2.61% | -9.57% | -7.89% | 5.44% | 6.66% | -1.49% | 0.44% | 4.75% | 24.28% |
2020 | -0.72% | -16.06% | -26.32% | 8.36% | -4.77% | -1.6% | 1.9% | -1.52% | -10.82% | 12.48% | 13.5% | 9.28% | -22.16% |
2019 | 14.96% | 5.18% | -8.74% | 8.31% | -5.57% | 6.56% | -3.42% | -10.38% | 8.04% | -0.91% | 5.94% | 3.04% | 21.65% |
2018 | 11.57% | -0.49% | -2.5% | -1.13% | -5.15% | -1.12% | 1.88% | 2.77% | -7.12% | 0.53% | 2.79% | -15.31% | -14.58% |
2017 | 3.92% | 2.71% | -6.93% | 0.44% | 1.16% | 3.5% | 0.74% | -8.92% | 8.91% | 3.56% | 1.76% | 1.21% | 11.35% |
2016 | -9.08% | -6.3% | 8.24% | 6.6% | 1.6% | -1.06% | -3.1% | 3.91% | -1.88% | 5.71% | 17.87% | 8.68% | 32.16% |
2015 | -9.92% | 7.55% | 4.96% | -5.77% | 1.59% | 3.35% | 4.98% | -9.32% | 3.14% | -1.16% | 4.57% | -3.31% | -1.29% |
2014 | -4.22% | 5.19% | 4.04% | 0.59% | 0.05% | 2.21% | -2.06% | 2.33% | -0.28% | -0.9% | 3.72% | -0.32% | 10.42% |
2013 | 4.29% | 0.1% | 1.05% | -2.87% | 5.39% | 6.53% | 4.57% | -2.42% | -1.25% | 0.55% | 3.14% | 0.92% | 21.3% |
2012 | 4.45% | 2.36% | 7.36% | -0.7% | -4.93% | 1.54% | 3.96% | 2.04% | 9.51% | 9.39% | -5.45% | 0.76% | 33.21% |
2011 | -0.67% | 2.63% | 0.48% | -0.11% | 0.73% | -0.4% | -1.94% | -10.98% | -8.11% | 8.88% | -3.13% | 4.6% | -9.15% |
2010 | 10.25% | 5.95% | 2.52% | 10.04% | -8.49% | 7.21% | 2.81% | -1.16% | -4.47% | -8.63% | 3.91% | 13.11% | 34.78% |
2009 | -32.22% | -4.22% | 23.61% | 15.94% | -2.7% | 1.25% | 14.51% | 7.12% | 0.91% | 0.85% | 5.46% | 2% | 23.06% |
2008 | 11.9% | -9.35% | -1.95% | 15.84% | -6.29% | -18.6% | -0.23% | 2.41% | 25.11% | -9.13% | -19.91% | -10.65% | -26.94% |
2007 | -0.7% | -0.67% | -3.41% | -3.88% | -0.28% | -3.2% | -0.57% | 0.27% | -2.3% | -3.84% | -8.56% | -9.59% | -31.53% |
2006 | -0.69% | 4.2% | 1.55% | 4.61% | -3.1% | 2.45% | 3.39% | 0.94% | -2.04% | 1.54% | -2.1% | 2.97% | 14.19% |
2005 | -5.08% | -2.87% | 3.08% | 1.36% | -0.84% | 2.96% | 3.19% | -1.33% | -0.85% | 1.77% | 1% | 0.77% | 2.83% |
2004 | -8.47% | 7.21% | -6.45% | -5.4% | 7.03% | -3.61% | 6.79% | 2.3% | 0.76% | 7.63% | 2.73% | 2.3% | 11.54% |
2003 | 0.57% | -0.6% | -0.56% | 7.5% | 5.79% | -5.42% | 5.16% | -4.55% | 3.63% | 7.56% | 0.29% | 4.72% | 25.64% |
2002 | 2.95% | 2.34% | 5.06% | 6.23% | 2.39% | -1.62% | -2.52% | 2.94% | -8.15% | 3.94% | -1.14% | -1.65% | 10.34% |
2001 | 0.44% | 0.66% | 2.04% | 2.36% | 5.94% | -0.07% | 6.62% | -9.44% | 1.86% | -11.49% | 8.01% | 3.33% | 8.64% |
2000 | -0.78% | -9.91% | 21% | -1.62% | -1.26% | 4.05% | 4.98% | 2.86% | 5.22% | -1.57% | 9.59% | 24.18% | 66.36% |
1999 | -3.65% | -4.65% | 0.69% | 16.7% | -5.55% | 4.36% | -1.91% | -13.76% | -1.08% | 7.95% | -4.89% | -11.86% | -19.43% |
1998 | -1.88% | 3.63% | 5.91% | 2.02% | -0.19% | 9.05% | -3.97% | -22.76% | 12.44% | 8.14% | 0.2% | 4.1% | 12.48% |
1997 | 3.56% | 8.65% | -1.01% | 0.63% | -0.06% | 4.98% | 6.6% | 1.96% | 13.54% | -1.44% | 3.38% | 10.19% | 62.93% |
1996 | 3.22% | 7.42% | 2.07% | -3.25% | -0.55% | 2.12% | 3.32% | 2.48% | -2.16% | 3.11% | 9.73% | 2.49% | 33.59% |
1995 | 8.27% | 12.81% | 3.32% | -6.14% | 3.8% | 3.31% | 3.21% | 3.73% | 3.83% | 3.55% | 6.09% | 4.81% | 62.57% |
1994 | 1.96% | -5.06% | 2.59% | 0.09% | 7.64% | 4.67% | 3.52% | -2.41% | -3.8% | -0.83% | -2.75% | -6.53% | -1.9% |
1993 | 2.61% | 2.28% | 6.4% | 0.67% | -5.15% | -3.85% | 6.57% | -4.46% | 1.25% | 2.31% | -2.76% | 0.89% | 6.09% |
1992 | 5.77% | 22.22% | -5.84% | 6.1% | 0.99% | -2.12% | 4.16% | -1.61% | 3.29% | 1.13% | 5.11% | -4.95% | 36.53% |
1991 | 0.43% | 15.18% | 12.31% | 9.19% | 9.54% | 3.55% | 8.17% | 2.91% | -0.78% | -3.13% | -5.54% | 13.99% | 85.38% |
1990 | -2.09% | -1.19% | 3.67% | -0.96% | 1.6% | -4.96% | -6.6% | -6.78% | -7.86% | -5.04% | 12.94% | 3.34% | -14.73% |