Annualised Return | 19.45% |
Realised Volatility | 27.88% |
Downside Volatility | 16.75% |
Max Drawdown | -64.79% |
Winning months | 58.13% |
Sharpe Ratio | 0.7 |
Sortino Ratio | 1.16 |
Calmar Ratio | 0.3 |
Viking Ratio | 0.71 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 12.47% | 6.35% | 9.11% | 0.74% | 1.41% | -1.64% | 3.13% | 17.78% | 0.62% | -1.83% | 57.34% | ||
2023 | 5.2% | 5.26% | -0.32% | -4.59% | -6.22% | 3.49% | -4.75% | 5.95% | 4.37% | 13.57% | 3.76% | -2.9% | 23.16% |
2022 | 5.96% | -2.51% | 7.61% | -5.73% | 11.2% | -2.61% | -0.96% | 6.6% | -5.25% | 10.58% | 2.92% | -1.85% | 26.81% |
2021 | -7.52% | -1.42% | 11.24% | 5.47% | -1.65% | -0.88% | -3.01% | 1.24% | -6.18% | 5.08% | -2.04% | 12.08% | 10.84% |
2020 | 15.04% | -9.33% | 0.93% | 4.82% | 0.49% | 3.13% | 12.91% | 5.2% | -0.39% | -2.82% | -5.21% | 13.51% | 41.48% |
2019 | 11.54% | 12.54% | -1.11% | 8.55% | 1.45% | 0.82% | 1.44% | -6.4% | 1.91% | -9.65% | 4.81% | -0.9% | 25.13% |
2018 | -3.94% | 8.69% | 5.82% | -1.05% | 2.99% | -4.74% | 1.45% | 12.53% | 5.2% | -1.89% | -4.89% | -8.99% | 9.39% |
2017 | 5.46% | 6.59% | 0% | 1.38% | 6.82% | 3.91% | 6.89% | -1.38% | 4.17% | 0.48% | 9.31% | 5.9% | 61.59% |
2016 | -1.73% | 5.13% | 10.09% | -7.23% | 2.15% | 0.6% | -2.96% | 0.15% | -3.26% | 0.03% | 5.68% | 6.61% | 14.9% |
2015 | -3.85% | 5.49% | 2.06% | -1.99% | 2.55% | 1.79% | 9.59% | -1.77% | 2.27% | 8.13% | -6.97% | 3.18% | 21.02% |
2014 | -9.32% | 5.38% | -1.1% | 0.12% | 3.22% | 1.32% | -7.57% | 6.74% | 1.04% | 4.47% | 3.14% | -0.92% | 5.31% |
2013 | 7.93% | 8.31% | 3.74% | 0.08% | 0.79% | -0.27% | 2.32% | -3.61% | 8.62% | -4.63% | 7.55% | -2.36% | 30.86% |
2012 | 6.03% | 5.62% | 8.22% | -8.11% | 2.02% | -4.14% | -5.23% | -1.06% | 6.2% | 7.52% | -0.29% | -0.71% | 15.44% |
2011 | 1.74% | 5.15% | 1.44% | 3.83% | -1.32% | -1.25% | -7.95% | -2.54% | -7.4% | 7.04% | -0.79% | 3.45% | 0.2% |
2010 | -6.95% | 3.44% | 11.31% | 5.24% | -2.49% | -4.44% | 4.91% | 0.81% | 5.4% | 1.39% | -3.88% | 2.64% | 17.16% |
2009 | -17.96% | -4.77% | 16.16% | 13.69% | 5.56% | -6.32% | 3.11% | 6.03% | 0.36% | -3.5% | 4.81% | 7.27% | 21.47% |
2008 | -2.42% | -1.19% | -12.33% | 13.19% | 10.28% | -6.68% | 8.17% | -8.79% | -5.79% | -17.99% | 5.26% | -1.4% | -22.09% |
2007 | -4.25% | -1.08% | -4.88% | 5.73% | -0.09% | 3.82% | -12.33% | 6.4% | -4.57% | -4.69% | -0.54% | 4.13% | -13.18% |
2006 | -10.05% | 2.29% | -2.94% | 4.1% | 0.8% | -5.97% | -5.91% | 1.65% | -0.17% | -1.51% | -6.7% | 7.45% | -16.93% |
2005 | -1.4% | 4.12% | 5.39% | -0.53% | 5.26% | 2.88% | 0.89% | -3.29% | 8.7% | 10.54% | 6.2% | -5.03% | 37.81% |
2004 | -1.12% | 0.01% | 6.01% | -0.09% | -2% | -0.52% | -10.18% | 4.8% | 5.58% | 10.38% | -2.74% | -6.73% | 1.63% |
2003 | -2.6% | 7.59% | 14.09% | 14.65% | 5.88% | 1.56% | -9.73% | 7.2% | -2.27% | 6.79% | 5.83% | 7.06% | 68.68% |
2002 | -0.97% | 5.38% | 6.99% | 3.53% | 2.97% | -2.26% | -11.58% | 5.08% | -5.76% | 8.63% | 2.98% | -12.33% | -0.1% |
2001 | -9.34% | 5.37% | -1.9% | 20.35% | 12.19% | 3.22% | -0.28% | -4.11% | 3.64% | 3.59% | 5.64% | 1.94% | 44.41% |
2000 | -14.87% | -4.42% | 28% | -13.97% | 43.46% | -21.11% | -9.12% | 12.73% | 8.1% | 20% | -4.77% | 10.83% | 42.22% |
1999 | -26.24% | 2.85% | 11.73% | 0% | -2.18% | 3.34% | -11.9% | -20.16% | -19.86% | 13.31% | -12.97% | -9.15% | -56.72% |
1998 | -8.76% | 5.94% | 16.29% | 0.56% | 1.8% | 2.31% | -12.19% | -21.3% | 15.78% | 30.6% | 0.76% | 14.21% | 41.57% |
1997 | -1.49% | -0.38% | -3.32% | 19.18% | 3.94% | 10.03% | 23.42% | -7.8% | 8.27% | -2.68% | -2.16% | 17.59% | 78.41% |
1996 | 3.58% | -9.14% | -2.87% | 4.48% | -0.8% | 0.12% | 9.19% | 7.67% | 5.4% | 20.09% | 1.45% | -3.32% | 38.46% |
1995 | 12.5% | -1.27% | 4.65% | -7.08% | 0.67% | 1.13% | 0.65% | 14.89% | 0.96% | -7.26% | 7.23% | 9.96% | 40.37% |
1994 | -15.12% | -1.82% | -13.57% | 9.44% | 6.66% | -2.07% | 16.55% | -2.58% | -5.49% | 6.67% | -12.5% | 5.43% | -13.05% |
1993 | 13.73% | -2.64% | 7.92% | -9.72% | -4.38% | 9.35% | 17.94% | -4.85% | 13.08% | 10.24% | -13.93% | 2.99% | 39.86% |
1992 | -10.88% | -0.78% | 1.88% | 8.24% | -2.38% | 10.54% | 10.17% | -2.41% | 8.48% | 23.95% | -1.97% | 9.56% | 63.4% |
1991 | -0.98% | 16.5% | 1.28% | -1.47% | -1.27% | -8.39% | -4.01% | -4.16% | -0.76% | 5.17% | 0.74% | 5.64% | 6.39% |
1990 | -10.06% | 2.86% | -2.46% | 3.58% | 14.2% | 6.98% | 14.78% | -1.98% | -7.64% | -7.66% | 14.24% | 6.75% | 33.62% |