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MSILF Treasury Portfolio

Provider: Exchange
Annualised Return 0.74%
Realised Volatility 0.42%
Downside Volatility 0%
Max Drawdown 0%
Winning months 100%
Sharpe Ratio 1.77
Sortino Ratio 0
Calmar Ratio -9999.99
Viking Ratio 0
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.42% 0.4% 0.41% 0.4% 0.45% 0.37% 0.42% 0.45% 0.36% 0.37% 0.36% 0% 4.5%
2023 0.33% 0.32% 0.39% 0.34% 0.4% 0.41% 0.39% 0.42% 0.41% 0.4% 0.41% 0.44% 4.75%
2022 0% 0% 0% 0% 0.03% 0.07% 0.1% 0.16% 0.18% 0.21% 0.26% 0.33% 1.34%
2021 0% 0% 0% 0% 0% 0% 0.01% 0% 0% 0% 0% 0% 0.01%
2020 0.11% 0.09% 0.03% 0% 0.01% 0% 0% 0% 0% 0% 0% 0% 0.24%
2019 0.17% 0.15% 0.18% 0.17% 0.18% 0.16% 0.16% 0.16% 0.13% 0.12% 0.11% 0.1% 1.8%
2018 0.08% 0.08% 0.1% 0.1% 0.11% 0.13% 0.13% 0.15% 0.13% 0.15% 0.15% 0.17% 1.48%
2017 0.01% 0.02% 0.02% 0.02% 0.03% 0.05% 0.05% 0.06% 0.06% 0.06% 0.06% 0.07% 0.51%
2016 0% 0% 0% 0% 0% 0% 0.01% 0% 0% 0% 0% 0% 0.01%
2015 0.01% 0% 0% 0% 0.01% 0% 0% 0% 0% 0.01% 0% 0% 0.03%
2014 0% 0% 0.01% 0% 0% 0% 0% 0.01% 0% 0% 0% 0% 0.02%
2013 0.01% 0% 0% 0% 0% 0.01% 0% 0% 0% 0% 0.01% 0% 0.03%
2012 0% 0% 0% 0.01% 0% 0% 0% 0% 0.01% 0% 0% 0% 0.02%
2011 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2010 0% 0% 0% 0% 0% 0% 0% 0% 0% 0.01% 0% 0% 0.01%
2009 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2008 0% 0% 0% 0% 0% 0.13% 0.12% 0.1% 0.07% 0.02% 0% 0.01% 0.45%
2007 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2006 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2005 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2004 0% 0% 0% 0% 0% 0%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).
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