Annualised Return | 11.17% |
Realised Volatility | 38.34% |
Downside Volatility | 29.6% |
Max Drawdown | -95.74% |
Winning months | 61.48% |
Sharpe Ratio | 0.29 |
Sortino Ratio | 0.38 |
Calmar Ratio | 0.12 |
Viking Ratio | 0.33 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.49% | 3.69% | 9.86% | -1.57% | 8.21% | 3.57% | 1.04% | 6.59% | 0.8% | 7.21% | 45.55% | ||
2023 | -2.01% | -6.64% | 0.71% | 1.34% | -5.29% | 15.48% | 5.58% | 0.23% | -1.14% | 2.11% | 6.95% | -4.13% | 11.86% |
2022 | 14.98% | 4.48% | 8.22% | 2.63% | 8.08% | -14.82% | 9.23% | -0.18% | -14.78% | 14.32% | 6.02% | -3.98% | 32.83% |
2021 | 5.89% | 7.58% | 5.49% | 2.83% | 8.13% | 2.29% | -5.65% | -1.44% | 6.83% | 8.29% | -4.63% | -1.34% | 38.36% |
2020 | -12.77% | -7.93% | -23.82% | 36.89% | 5.47% | -5.02% | 0.58% | 8.52% | -3.51% | -2.34% | 9.33% | -2.69% | -8.2% |
2019 | 22.13% | -0.89% | 9.12% | -1.36% | -6.88% | 7.76% | -12.13% | -4.22% | 3.53% | -7.27% | 1.84% | 6.14% | 14.18% |
2018 | 2.95% | -11.56% | -9.32% | 3.5% | 4.39% | 2.26% | 9.74% | -0.54% | -7.04% | -10.52% | 4.07% | -11.67% | -23.88% |
2017 | -7.39% | -1.73% | 5.49% | 3.51% | -6.63% | 6.97% | 4.95% | -6.45% | 1.96% | -5.03% | 1.93% | 6.07% | 2.02% |
2016 | -24.9% | -17.15% | 4.21% | 20.66% | 14.28% | 0.57% | 10.82% | 16.56% | 10.75% | -4.98% | 5.14% | 2.08% | 31.18% |
2015 | -2.4% | 11.81% | 4.43% | 1.19% | -0.18% | 13.7% | -8.56% | -8.16% | -22.48% | 7.03% | -7.3% | -28.01% | -39.14% |
2014 | 4.98% | 2% | -0.78% | 3.92% | 11.36% | 25.07% | -2.71% | 4.96% | -5.96% | 0.29% | -6.77% | -12.1% | 21.35% |
2013 | 7.06% | -0.97% | 9.02% | 1.79% | -7.74% | -6.75% | 5.24% | 6.06% | 1.36% | -1.79% | -1.37% | 10.7% | 22.78% |
2012 | 6.89% | 3.68% | 4.02% | 10.45% | -10.28% | -4.62% | 10.31% | 2.5% | 8.37% | 0.06% | -6.14% | 0.71% | 26.24% |
2011 | 9.18% | 12.49% | 3.13% | 6.38% | -5.37% | -2.98% | 4.79% | -14.18% | -9.82% | 23.71% | 7.21% | 3.09% | 37.17% |
2010 | -1.14% | 3.36% | 7.76% | 2.21% | -16.35% | -6.84% | 6.18% | -5.94% | 5.4% | 12.56% | 6.04% | 8.95% | 20.07% |
2009 | -2.28% | -20.14% | 1.73% | 23.9% | 19.01% | -6.37% | 6.92% | -0.87% | 8.7% | 5.48% | 5.52% | 6.59% | 49.81% |
2008 | -10.65% | 12.67% | -8.17% | 7.64% | 7.15% | 6.27% | -20.49% | -3.25% | -23.44% | -11.33% | -22.65% | -10.02% | -58.82% |
2007 | 3.33% | -0.07% | 5.89% | 3.65% | 8.01% | -0.44% | 1.99% | -3.56% | 9.87% | 7.13% | -4.88% | 3.38% | 38.74% |
2006 | 2.89% | -9.52% | -0.45% | 2.53% | 3.05% | 3.78% | 3.81% | 1.93% | -3.09% | 2.35% | 13.63% | -5.6% | 14.4% |
2005 | 3.19% | 12.02% | 0.16% | -9.52% | 8.17% | 3.48% | 11.79% | 6.02% | 11.63% | -10.98% | -3.59% | 8.12% | 43.97% |
2004 | 3.26% | -6.61% | 1.16% | 7.63% | 15.63% | 0% | 2.1% | -2.06% | 1.76% | 3.39% | 33.25% | -1.96% | 66.88% |
2003 | 20.01% | 17.59% | 20.54% | 51.74% | 13.81% | -0.01% | -19.62% | 43.96% | 3.18% | 8.28% | -8.04% | 4.8% | 265.95% |
2002 | -30.72% | -12.61% | 53.83% | -18.93% | -25.65% | -57.05% | -50.75% | 9.54% | -29.81% | -16.82% | 43.09% | 0.81% | -89.05% |
2001 | -2.02% | 6.57% | 3.11% | 7.2% | -6.57% | -16.04% | 1.67% | -2.28% | -16.13% | 5.75% | -7.45% | -3.73% | -28.91% |
2000 | 24.54% | 9.85% | 5.41% | -14.65% | 10.83% | 0.66% | 0.59% | 10.25% | -8.32% | -1.04% | -15.4% | 13.35% | 32.5% |
1999 | 5.81% | 12.12% | 7.23% | 19.62% | 9.66% | -17.62% | -1.18% | -1.6% | -8.79% | -0.33% | -10% | -9.01% | -0.48% |
1998 | 0% | 15.13% | -2.04% | -0.59% | 1.96% | 4.54% | -4.81% | -28.03% | 25% | -4.78% | 5.25% | 8.82% | 11.61% |
1997 | 6.67% | 9.69% | 2.29% | -1.4% | 0.89% | -0.85% | 4.57% | 2.64% | 0.27% | 8.81% | 4.91% | 7.27% | 55.55% |
1996 | 7.41% | 1.51% | 6.05% | 1.49% | -1.06% | -1.49% | -7.57% | 9.75% | 2.26% | 2.45% | 7.42% | 0.92% | 31.75% |
1995 | 7.46% | 7.5% | 6.52% | 7.35% | 4.27% | 2.57% | 6.09% | 0.06% | 6.12% | -0.96% | 9.44% | 4.47% | 80.23% |
1994 | 7.18% | -4.94% | -2.53% | 7.29% | 10.04% | 1.78% | 13.54% | -3.59% | -3.62% | -3.33% | -1.84% | -11.06% | 6.25% |
1993 | 5.09% | 6.36% | 10.9% | -0.26% | 2.37% | 12.02% | 3.43% | 5.76% | 5.67% | -5.57% | -7.93% | -10.14% | 28.04% |
1992 | -6.84% | 8.74% | -7.06% | -14.68% | 0.03% | -3.73% | 12.93% | 2.31% | 5.67% | 9.29% | 3.29% | 0.32% | 6.93% |
1991 | 1.45% | 19.91% | 2.01% | 7.48% | 3.61% | -9.28% | 5.12% | 1.81% | 6.32% | 0.35% | -2.89% | 11.23% | 54.62% |
1990 | -17.92% | -6.4% | 4.04% | -6.98% | 7.78% | -6.25% | -4.16% | -10.04% | 1.96% | 8.17% | -0.09% | -6.76% | -33.45% |