Annualised Return | 8.38% |
Realised Volatility | 9.05% |
Downside Volatility | 6.16% |
Max Drawdown | -12.73% |
Winning months | 62.2% |
Sharpe Ratio | 0.93 |
Sortino Ratio | 1.36 |
Calmar Ratio | 0.66 |
Viking Ratio | 0.61 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.7% | -1.72% | -3.76% | -2.86% | |||||||||
2024 | 3.16% | 3.88% | 2.49% | -3.89% | 3.53% | 2.52% | 0.53% | 1.24% | 0.06% | 0.55% | 3.82% | -0.25% | 18.8% |
2023 | 3.01% | -2.09% | 3.35% | 1.63% | -0.72% | 3.37% | 2.42% | -0.85% | -0.47% | -0.36% | 4.46% | 2.24% | 16.94% |
2022 | -3.99% | -0.66% | 1.87% | -1.64% | 2.17% | -4.52% | 3.13% | -1.85% | -4.74% | 4.46% | 4.27% | -3.55% | -5.56% |
2021 | 2.9% | 1.51% | -0.23% | 3.07% | 2.48% | 1.37% | 0.79% | 1.54% | -2.89% | 4.24% | -0.16% | 3.68% | 19.65% |
2020 | 0.66% | -6.63% | -6.54% | 6% | 3.42% | -0.19% | 4.95% | 3.23% | -4.13% | -1.89% | 2.59% | 2.08% | 2.56% |
2019 | 3.21% | 1.52% | 1.09% | 1.66% | -3.36% | 4.75% | 1.62% | -0.88% | 1.47% | 1.71% | 1.44% | 1.08% | 16.16% |
2018 | 3.82% | -3.21% | -1.31% | -0.79% | 1.81% | -0.65% | 1.8% | 2.5% | -0.23% | -4.96% | 0.8% | -4.08% | -4.81% |
2017 | -0.49% | 2.3% | -0.66% | 1.66% | 1.3% | 0.63% | 1.19% | -0.58% | 2.43% | 1.85% | 2.74% | 1.23% | 14.41% |
2016 | -3.91% | -1.46% | 3.13% | -0.66% | 0.38% | 0.15% | 4.27% | -1.08% | 0.94% | -1.72% | 4.93% | 1.64% | 6.42% |
2015 | -0.25% | 3.99% | -0.42% | 0.37% | 1.51% | -2.47% | 1.37% | -3.53% | -0.29% | 4.37% | 1.47% | -1.08% | 4.84% |
2014 | -0.41% | 0.92% | 4.65% | 0.49% | 5.71% |