US Equities ETFs Top Buys
Provider: C8 Studio
| Annualised Return | 12.92% |
| Realised Volatility | 14.51% |
| Downside Volatility | 9.21% |
| Max Drawdown | -19.28% |
| Winning months | 67.5% |
| Sharpe Ratio | 0.89 |
| Sortino Ratio | 1.4 |
| Calmar Ratio | 0.67 |
| Viking Ratio | 0.7 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.07% | -1.48% | -0.96% | 1.66% | 2.2% | 1.02% | 8.64% | ||||||
| 2024 | 1.34% | 5.25% | 2.76% | -4.55% | 5.79% | 3.08% | 0.51% | 1.69% | 1.35% | -2.86% | 10.87% | -4.31% | 21.8% |
| 2023 | 6.96% | -4.47% | 2.13% | 0.25% | 2.79% | 6.39% | 3.46% | -1.62% | -3.06% | -2.49% | 8.15% | 6.16% | 26.38% |
| 2022 | -4.04% | -1.48% | 5.7% | -6.84% | -2.7% | -2.93% | 10.1% | 2.93% | -9.8% | 9.25% | 0.35% | -4.58% | -5.99% |
| 2021 | -0.85% | 4.89% | -2.31% | -0.02% | 5.58% | 1.09% | -1.98% | 2.29% | 0.65% | 3.37% | -2.51% | 5.13% | 15.92% |
| 2020 | -2.41% | -5.14% | -12.8% | 16.76% | 0% | 0.18% | 8.13% | 7.49% | -3.81% | -1.56% | 11.66% | 7.38% | 24.6% |
| 2019 | 5.43% | 0.28% | -1.35% | 2.65% | -6.94% | 6.84% | 1.87% | -2.1% | 0.9% | 2.51% | 2.87% | 3.5% | 16.89% |
| 2018 | 4.55% | -2.82% | -0.55% | 0.85% | 0.45% | -0.08% | 0.51% | 3.95% | 0.54% | -7.19% | 2.63% | -8.81% | -6.68% |
| 2017 | 3.56% | 2.6% | 0.08% | 1.56% | 1.33% | 0.87% | 2.55% | -0.16% | 2.47% | 1.67% | 2.32% | 1.67% | 22.5% |
| 2016 | -5.42% | 0.63% | 3.92% | 0.87% | 1.73% | 0.18% | 3.42% | 0.68% | 1.71% | -2.31% | 1.11% | 2.28% | 8.76% |
| 2015 | 1.58% | 5.39% | -0.2% | 1.24% | 0.52% | -2.23% | 2.47% | -6.03% | -4.94% | 6.96% | 1.39% | -1.32% | 4.13% |
| 2014 | -3.57% | 4.92% | -0.18% | -0.99% | 1.62% | 2.89% | -2.18% | 3.3% | -4.41% | 4.16% | 2.78% | 0.13% | 8.25% |
| 2013 | 2.38% | 0.28% | 4.28% | 1.37% | 0.18% | -1.47% | 5.86% | -2.5% | 4.92% | 1.65% | 1.9% | 1.61% | 22.1% |
| 2012 | 4.25% | 2.95% | 2.48% | -0.87% | -7.46% | 4.25% | 0.07% | 1.49% | 1.96% | -3.16% | 0.95% | 3.02% | 9.68% |
| 2011 | 0.02% | 5.33% | 0.86% | 2.5% | -1.95% | -1.22% | -1.47% | -6.62% | -8.94% | 2.28% | 0.35% | 0.7% | -8.67% |
| 2010 | -4.32% | 4.31% | 6.28% | 3.2% | -7.11% | -4.72% | 6.48% | -2.59% | 8.14% | 5.8% | -0.25% | 7.33% | 23.09% |
| 2009 | 0% | -0.25% | 1.06% | 1.2% | 11.7% | -2.94% | 9.35% | 3.54% | 4.55% | -4.42% | 4.16% | 3.85% | 35.34% |
| 2008 | 0% | 0% | 0% |