C8 US Equities - Trend
Provider: C8 Studio
| Annualised Return | 16.07% |
| Realised Volatility | 16.43% |
| Downside Volatility | 11.19% |
| Max Drawdown | -19.2% |
| Winning months | 67.97% |
| Sharpe Ratio | 0.98 |
| Sortino Ratio | 1.44 |
| Calmar Ratio | 0.84 |
| Viking Ratio | 0.48 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.57% | 5.08% | 2.78% | -4.65% | 5.23% | 3.58% | 0.48% | 1.14% | 15.86% | ||||
| 2023 | 7.66% | -1.2% | 2.71% | -2.15% | 5.67% | 9.92% | 2.73% | 0.35% | -6.33% | -3.91% | 4.86% | 3.96% | 25.58% |
| 2022 | -9.75% | -2.45% | 4.11% | -3.66% | 6.98% | -11.19% | 4.32% | -0.52% | -6.92% | 7.65% | 3.6% | -10.51% | -19.13% |
| 2021 | 0.7% | 16.92% | 5.09% | 2.05% | 4.22% | 0.17% | 0.28% | 4.31% | -5.29% | 12.25% | 3.9% | 1.25% | 54.2% |
| 2020 | -3.68% | -6.21% | -10.57% | 9.47% | 5.18% | 3.69% | 5.82% | 7.83% | -4.74% | -1.84% | 11.61% | 2.6% | 17.87% |
| 2019 | 4.71% | 2.7% | 2.89% | 3.85% | -8.15% | 8.44% | 1.16% | 1.06% | -0.55% | 0.9% | 2.15% | 3.11% | 23.67% |
| 2018 | 7.8% | -3.24% | -1.42% | 0.99% | 4.22% | 0.54% | -0.33% | 3.4% | 1.07% | -7.43% | 1.81% | -8.3% | -2.05% |
| 2017 | 1.07% | 3.51% | -3.16% | 1.84% | 2.48% | 0.16% | 2.54% | 1.9% | 1.72% | 3.23% | 2.97% | 1.09% | 20.96% |
| 2016 | -7.03% | -0.98% | 6.06% | 1.36% | -1.02% | 5.5% | 4% | 0.23% | 1.89% | -2.59% | 8.82% | 1.38% | 17.95% |
| 2015 | -0.95% | 5.99% | -0.02% | -0.23% | 3.55% | -0.66% | 2.63% | -5.08% | -3.43% | 9.38% | 0.18% | -0.23% | 10.78% |
| 2014 | -2.16% | 4.93% | -1.09% | 0.41% | 3.76% | 2.35% | -1.64% | 4.43% | -2.36% | 2.81% | 4.78% | 0.15% | 17.16% |