Annualised Return | 0.74% |
Realised Volatility | 31.81% |
Downside Volatility | 25.54% |
Max Drawdown | -72.69% |
Winning months | 54.13% |
Sharpe Ratio | 0.02 |
Sortino Ratio | 0.03 |
Calmar Ratio | 0.01 |
Viking Ratio | 0.1 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.66% | 4.68% | 4.85% | -1.46% | 0.44% | 4.58% | 0.5% | 0.28% | -0.36% | -1.4% | 14.92% | -9.56% | 22.34% |
2023 | 5.84% | -1.5% | -0.93% | 1.61% | -0.2% | 4.48% | 5.78% | 0.76% | 2.21% | -0.55% | 6.64% | -3.5% | 22.01% |
2022 | 10.86% | 5.45% | 1.78% | -0.59% | 7.73% | -14.32% | 12.92% | 3.61% | -7.32% | 14.25% | 1.02% | -4.7% | 30.22% |
2021 | 2.86% | 8.35% | 6.88% | 5.45% | 6.98% | 6.02% | -6.39% | -3.06% | 2.83% | 5.23% | -7.59% | 3.57% | 33.89% |
2020 | -7.73% | -15.18% | -46.43% | 41.55% | 7.79% | -8.11% | -6.55% | 0.56% | -13.02% | 1.07% | 23.06% | 2.07% | -39% |
2019 | 10.77% | 1.05% | 2.83% | -2.93% | -1.16% | 2.25% | -1.97% | -5.3% | 0.65% | -8.78% | -5.73% | 8.44% | -1.62% |
2018 | 6.63% | -9.52% | -9.53% | 5.36% | 5% | -1.56% | 4.86% | 2.03% | -2.06% | -9.53% | -0.69% | -8.47% | -18.09% |
2017 | 4.18% | -5.73% | 1.25% | -2.31% | -4.95% | -0.02% | -7.95% | 3.22% | -6.54% | -3.87% | 6.86% | -15.8% | |
2016 | -2.75% | 1.64% | 9.47% | -5.41% | -2.12% | 21.84% | -1.63% | 0% | 4.13% | -2.41% | -0.76% | 5.13% | 27.3% |
2015 | -3.26% | -22.04% | -24.58% |