JP Omega US TSP
Provider: JP Omega
| Annualised Return | 11.35% |
| Realised Volatility | 10.77% |
| Downside Volatility | 7.11% |
| Max Drawdown | -12.24% |
| Winning months | 65.53% |
| Sharpe Ratio | 1.05 |
| Sortino Ratio | 1.6 |
| Calmar Ratio | 0.93 |
| Viking Ratio | 0.72 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.04% | -3.42% | -3.4% | -2.01% | |||||||||
| 2024 | 2.24% | 5.98% | 4.68% | -3.78% | 3.21% | 1.28% | -0.79% | 1.84% | 0.19% | -1.93% | 7.51% | -3.09% | 17.97% |
| 2023 | 3.19% | -0.73% | 0.72% | 0.92% | -1.97% | 4.1% | 1.9% | -1.12% | -4.43% | -1.95% | 3.46% | 4.36% | 8.31% |
| 2022 | -0.75% | -0.34% | 2.78% | -3.8% | 3.54% | -3.88% | 2.36% | 0.88% | -2.1% | 6.38% | 0.54% | -0.83% | 4.35% |
| 2021 | -0.08% | 1.93% | 1.66% | 2.32% | 2.05% | -1.92% | -2.34% | 3.56% | -3.3% | 5.73% | -2.59% | 4.87% | 12% |
| 2020 | 1.12% | -4.29% | 2.43% | 0.06% | 0.01% | 1.03% | 2.51% | 1.26% | -1.63% | -2.11% | 8.21% | 4.79% | 13.59% |
| 2019 | 0.93% | 0.25% | 2.71% | 0.85% | -0.94% | 3.02% | 0.97% | 2.26% | -0.01% | -0.56% | 0.6% | 1% | 11.57% |
| 2018 | 2.51% | -2.72% | -1.99% | 0.5% | 2.44% | 0.87% | 1.15% | 2.9% | 0.53% | -8.61% | 1% | -2.31% | -4.24% |
| 2017 | -0.71% | 2.32% | -0.35% | 1.28% | 1.43% | -1.28% | 1.48% | -1.01% | 1.78% | 5.13% | 1.56% | 0.07% | 12.15% |
| 2016 | -0.21% | 0.01% | 0.31% | 0.08% | 0.2% | 2.33% | 1.92% | -0.28% | -0.21% | -0.08% | -0.99% | 3.88% | 7.08% |
| 2015 | 5.04% | -1.35% | 1.03% | -1.43% | 1.57% | -2.55% | 3.33% | -6.41% | 0.01% | 0.12% | -0.21% | -0.78% | -2.07% |
| 2014 | -4.98% | 4.2% | -0.99% | 0.81% | 1.86% | 0.6% | -0.35% | 1.7% | -1.58% | 2.85% | 4% | 1.03% | 9.14% |
| 2013 | 4.32% | 3.4% | 2.6% | 5.97% | -1.09% | -1.63% | 4.38% | -3.44% | 4.79% | 3.79% | 3.49% | 1.95% | 31.99% |
| 2012 | -0.04% | 0.59% | -0.28% | -0.74% | -0.48% | 1.52% | 2.73% | -2.24% | 0.76% | -1.28% | 0.52% | 2.33% | 3.32% |
| 2011 | 1.66% | 1.74% | -1.86% | 2.11% | -1.29% | -1.88% | -1.56% | -4.95% | -0.65% | 0.51% | -0.07% | 0% | -6.26% |
| 2010 | -6.42% | 3.72% | 9.13% | 4.62% | -7.55% | -1.93% | 4.15% | 0.99% | 1.67% | 0.98% | -1.2% | 4.63% | 12.17% |
| 2009 | -0.31% | -0.06% | 0.2% | -0.15% | 1.28% | 0.7% | 1.27% | 1.82% | 3.23% | -1.55% | 4.37% | 4.47% | 16.17% |
| 2008 | -1.76% | 0.47% | 0.21% | -0.22% | -0.06% | -0.03% | -0.06% | 0.33% | 0.04% | 0.44% | 0.48% | 0.33% | 0.13% |
| 2007 | 2.55% | -1.31% | 1.1% | 2.15% | 4.43% | 0.03% | 1.39% | 0.24% | 5.21% | 2.09% | -6.08% | 0.02% | 11.96% |
| 2006 | 2.92% | -0.86% | 2.84% | 0.18% | -5.47% | 0.97% | 0.37% | 1.1% | 2.65% | 3.74% | 1.83% | 1.37% | 11.92% |
| 2005 | 0.92% | 4.22% | -2.21% | -1.23% | 2.76% | 3.46% | 3.81% | -1.61% | 3.81% | -3.05% | 6.78% | 5.64% | 25.23% |
| 2004 | 1.71% | 0.94% | -0.71% | -4.04% | -1.24% | 4.17% | -1.03% | 0.8% | 3.03% | 1.66% | 2.76% | 1.1% | 9.24% |
| 2003 | 0.03% | 0.02% | 0.03% | 0.03% | 0.23% | 0.68% | -3.01% | 3.06% | -3.37% | 6.39% | -0.1% | 2.85% | 6.65% |
| 2002 | 0.29% | 0.51% | 1.88% | -4.24% | -0.02% | -1.73% | 0.4% | 0.27% | 0.27% | 0.09% | -0.19% | 0.41% | -2.17% |
| 2001 | 0.52% | -0.25% | 0.39% | 0.15% | 0.31% | -0.29% | 0.32% | 0.37% | 0.54% | 0.49% | -0.14% | -0.06% | 2.38% |
| 2000 | -3.88% | 7.37% | 3.39% | -2.97% | -0.41% | 3.83% | 1.45% | 4.04% | -3.31% | -3.5% | 0.59% | 0.95% | 7.05% |
| 1999 | 6.44% | -5.86% | 7.07% | 8.77% | -2.79% | 10.78% | 1.96% | -1.59% | -1.83% | 3.74% | 8.78% | 9.23% | 52.57% |
| 1998 | 2.64% | 6.11% | 6.03% | -0.44% | 1.28% | 1.64% | 1.16% | -12.24% | 0.72% | 0.35% | 4.93% | 13.89% | 26.91% |
| 1997 | 6% | 0.5% | -1.7% | 6.2% | 4.89% | 4.72% | 8% | -6.28% | 6.73% | -5.22% | 4.2% | 4.56% | 36.25% |
| 1996 | 2.86% | 1.27% | 2.16% | 0.31% | 1.86% | -0.09% | -4.76% | 2.39% | 5.43% | 2.48% | 7.72% | -1.51% | 21.41% |