JP Omega US TSP
Provider: JP Omega
| Annualised Return | 11.33% |
| Realised Volatility | 10.14% |
| Downside Volatility | 6.59% |
| Max Drawdown | -11.18% |
| Winning months | 66.57% |
| Sharpe Ratio | 1.12 |
| Sortino Ratio | 1.72 |
| Calmar Ratio | 1.01 |
| Viking Ratio | 0.68 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.56% | -3.07% | -3.23% | -1.24% | 3.75% | 4.92% | 2.91% | 1.2% | 5.54% | 12.58% | -0.89% | 29.31% | |
| 2024 | 2.04% | 5.42% | 4.26% | -3.42% | 2.94% | 1.18% | -0.7% | 1.7% | 0.19% | -1.74% | 6.86% | -2.81% | 16.49% |
| 2023 | 2.89% | -0.64% | 0.67% | 0.85% | -1.76% | 3.72% | 1.74% | -0.99% | -3.99% | -1.74% | 3.14% | 3.97% | 7.77% |
| 2022 | -0.73% | -0.32% | 2.63% | -3.61% | 3.43% | -3.72% | 2.38% | 0.84% | -2.01% | 5.9% | 0.51% | -0.73% | 4.2% |
| 2021 | -0.06% | 1.77% | 1.52% | 2.12% | 1.88% | -1.72% | -2.1% | 3.24% | -2.97% | 5.19% | -2.33% | 4.43% | 11.1% |
| 2020 | 1.03% | -4.16% | 2.45% | 0.09% | 0.03% | 1.02% | 2.28% | 1.16% | -1.45% | -1.88% | 7.41% | 4.37% | 12.54% |
| 2019 | 0.96% | 0.27% | 2.73% | 0.8% | -0.84% | 2.75% | 0.9% | 2.06% | 0.01% | -0.48% | 0.57% | 0.93% | 11.13% |
| 2018 | 2.28% | -2.46% | -1.96% | 0.53% | 2.39% | 0.8% | 1.06% | 2.64% | 0.5% | -8.03% | 1.02% | -2.28% | -3.95% |
| 2017 | -0.68% | 2.18% | -0.29% | 1.17% | 1.31% | -1.14% | 1.36% | -0.89% | 1.63% | 4.66% | 1.44% | 0.09% | 11.23% |
| 2016 | -0.18% | 0.04% | 0.33% | 0.11% | 0.22% | 2.25% | 1.75% | -0.23% | -0.17% | -0.05% | -0.87% | 3.52% | 6.84% |
| 2015 | 4.56% | -1.2% | 0.95% | -1.27% | 1.44% | -2.29% | 3.03% | -5.88% | 0.03% | 0.15% | -0.18% | -0.75% | -1.78% |
| 2014 | -4.96% | 4.23% | -0.97% | 0.84% | 1.8% | 0.57% | -0.29% | 1.55% | -1.41% | 2.59% | 3.64% | 0.96% | 8.52% |
| 2013 | 4.18% | 3.09% | 2.38% | 5.43% | -0.97% | -1.46% | 4.01% | -3.11% | 4.38% | 3.49% | 3.22% | 1.82% | 29.4% |
| 2012 | -0.01% | 0.61% | -0.25% | -0.71% | -0.45% | 1.54% | 2.76% | -2.22% | 0.78% | -1.26% | 0.55% | 2.35% | 3.63% |
| 2011 | 1.51% | 1.6% | -1.66% | 1.93% | -1.14% | -1.68% | -1.48% | -4.92% | -0.62% | 0.53% | -0.04% | 0.02% | -5.98% |
| 2010 | -6.39% | 3.75% | 8.53% | 4.21% | -6.84% | -1.72% | 3.76% | 0.92% | 1.54% | 0.91% | -1.06% | 4.22% | 11.26% |
| 2009 | -0.28% | -0.04% | 0.23% | -0.13% | 1.2% | 0.65% | 1.17% | 1.67% | 2.95% | -1.38% | 3.98% | 4.09% | 14.86% |
| 2008 | -1.74% | 0.5% | 0.23% | -0.2% | -0.04% | -0.01% | -0.04% | 0.36% | 0.06% | 0.46% | 0.5% | 0.32% | 0.39% |
| 2007 | 2.32% | -1.16% | 1.02% | 1.96% | 4.03% | 0.05% | 1.28% | 0.24% | 4.76% | 1.93% | -5.54% | 0.04% | 11.06% |
| 2006 | 2.65% | -0.75% | 2.58% | 0.19% | -4.97% | 0.94% | 0.36% | 1.01% | 2.41% | 3.4% | 1.68% | 1.27% | 11.03% |
| 2005 | 0.85% | 3.83% | -1.98% | -1.09% | 2.51% | 3.15% | 3.48% | -1.44% | 3.49% | -2.76% | 6.19% | 5.18% | 23.04% |
| 2004 | 1.56% | 0.87% | -0.61% | -3.82% | -1.22% | 4.11% | -0.93% | 0.77% | 2.75% | 1.52% | 2.52% | 1.02% | 8.61% |
| 2003 | 0.06% | 0.04% | 0.05% | 0.05% | 0.25% | 0.7% | -2.99% | 3.09% | -3.34% | 6.2% | -0.07% | 2.6% | 6.46% |
| 2002 | 0.29% | 0.48% | 1.72% | -3.96% | 0% | -1.71% | 0.43% | 0.3% | 0.3% | 0.11% | -0.16% | 0.43% | -1.87% |
| 2001 | 0.49% | -0.2% | 0.38% | 0.15% | 0.3% | -0.24% | 0.31% | 0.36% | 0.51% | 0.47% | -0.1% | -0.03% | 2.42% |
| 2000 | -3.86% | 7.06% | 3.08% | -2.67% | -0.35% | 3.48% | 1.33% | 3.69% | -2.99% | -3.16% | 0.56% | 0.88% | 6.63% |
| 1999 | 5.82% | -5.28% | 6.39% | 7.97% | -2.53% | 9.85% | 1.82% | -1.44% | -1.65% | 3.46% | 8.1% | 8.57% | 47.72% |
| 1998 | 2.4% | 5.53% | 5.49% | -0.38% | 1.19% | 1.52% | 1.09% | -11.18% | 0.68% | 0.34% | 4.48% | 12.66% | 24.55% |
| 1997 | 5.42% | 0.48% | -1.51% | 5.63% | 4.47% | 4.33% | 7.35% | -5.77% | 6.19% | -4.8% | 3.88% | 4.22% | 32.99% |
| 1996 | 2.59% | 1.17% | 1.97% | 0.3% | 1.71% | -0.06% | -4.3% | 2.18% | 4.94% | 2.28% | 7.07% | -1.37% | 19.59% |