Annualised Return | 6.42% |
Realised Volatility | 32.14% |
Downside Volatility | 25.97% |
Max Drawdown | -71.26% |
Winning months | 59.01% |
Sharpe Ratio | 0.2 |
Sortino Ratio | 0.25 |
Calmar Ratio | 0.09 |
Viking Ratio | 0.37 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 0.96% | 7.03% | -9.64% | -5.24% | 3.62% | -0.04% | -4.17% | ||||||
2024 | -2.83% | 6.88% | 7.01% | -10.2% | 7.67% | 1.65% | 1.08% | 9.07% | 2.27% | 0.06% | 8.56% | -5.12% | 26.92% |
2023 | 9.35% | -4.96% | -6.92% | 1.21% | -7.21% | 11.66% | 7.9% | -8.92% | -3.22% | 1.72% | 13.65% | 15.88% | 29.24% |
2022 | -7.87% | -6.55% | -3.15% | -10.31% | -2.84% | -15.94% | 14.45% | -6.13% | -10.48% | 21.43% | 9.6% | -0.13% | -21.91% |
2021 | 8.97% | 21.51% | 0.75% | 8.21% | 5.54% | 1.55% | -1.98% | 6.27% | -2.24% | 12.78% | 4.27% | 5.64% | 95.72% |
2020 | -10.61% | -6.15% | -55.43% | 21.71% | -13.58% | 18.51% | -6.98% | 8.82% | -4.67% | -1.08% | 31.46% | 4.91% | -38.64% |
2019 | 8.41% | 0.59% | 0.58% | -4.67% | -5.59% | -1.44% | 1.53% | -6.89% | 4.51% | -3.19% | 1.74% | -1.49% | -6.74% |
2018 | -4.87% | -4.85% | 0.55% | 1.29% | 3.79% | 6.22% | 3.54% | 5.06% | -3.43% | 3.83% | 2.27% | -9.53% | 2.55% |
2017 | 3.43% | 1.32% | -6.71% | -3.94% | -5.61% | 4.87% | -2.02% | 0.08% | 2.65% | -3.53% | 5.35% | 6.18% | 0.98% |
2016 | -4.2% | 2.77% | 9.47% | -3.14% | -0.98% | 9.74% | 4.67% | -4.36% | -3.93% | -10.17% | -2.51% | -1.1% | -5.5% |
2015 | 9.09% | -3.48% | 2.77% | -7.23% | 0.77% | -4.62% | 8.21% | -3.44% | 2.45% | 9.66% | -6.78% | 4.4% | 10.22% |
2014 | 1.76% | 4.99% | 1.68% | 5.61% | 2.87% | -0.11% | 1.15% | 1.89% | -3.3% | 9% | 1.62% | 0.72% | 31.07% |
2013 | 1.32% | -0.12% | -0.19% | 12.3% | -5.93% | -5.12% | 1.36% | -8.34% | 1.79% | 4.26% | -2.26% | 1.54% | -0.92% |
2012 | 5.37% | 0.42% | 7.53% | 6.81% | -4.57% | 5.52% | 3.1% | -0.45% | -4.34% | 0.26% | 0.68% | 3.92% | 26.02% |
2011 | 1.97% | 9.29% | -2.62% | 6.89% | 3.78% | -1.55% | 3.68% | -1.81% | -6.4% | 16.78% | -2.51% | 3.87% | 33.57% |
2010 | -9.77% | 9.67% | 7.17% | 6.1% | -3.85% | -5.03% | 10.49% | 2.06% | 2.53% | 3.54% | 3.4% | 1.01% | 28.45% |
2009 | -19.1% | -22.83% | 4.65% | 48.96% | 3.86% | -3.82% | 8.34% | 14.4% | 9.13% | -2.22% | 7.2% | 9.83% | 51.4% |
2008 | 0.85% | -3.33% | 10.87% | 7.48% | 0.4% | -9.53% | 3.05% | 3.38% | 2.23% | -30.9% | -28.03% | 11.85% | -36.07% |
2007 | 12.51% | -0.74% | -1.32% | 3.62% | -5.62% | -13.84% | -7% | 10.74% | 5.35% | 4.33% | -4.83% | -11.77% | -11.73% |