US Evolution
Provider: C8 Studio
| Annualised Return | 7.57% |
| Realised Volatility | 5.42% |
| Downside Volatility | 3.28% |
| Max Drawdown | -8.58% |
| Winning months | 69.78% |
| Sharpe Ratio | 1.4 |
| Sortino Ratio | 2.31 |
| Calmar Ratio | 0.88 |
| Viking Ratio | 0.57 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.08% | 1.29% | -3.77% | 3.44% | 2.91% | ||||||||
| 2025 | 2.53% | -0.03% | -1.51% | -1.06% | 2.52% | 2.25% | 1.43% | 1.41% | 3.29% | 2.31% | 0.69% | 0.07% | 14.69% |
| 2024 | 0.97% | 1.67% | 2.65% | -1.42% | 2.09% | 1.85% | 1.68% | 1.01% | 1.86% | 0.45% | 2.86% | -1.13% | 15.42% |
| 2023 | 3.07% | -1.57% | 2.73% | 0.7% | 0.55% | 1.65% | 1.47% | -0.48% | -2.26% | -0.05% | 4.58% | 2.71% | 13.67% |
| 2022 | -2.3% | -0.63% | 0.68% | -2.59% | -0.77% | -2.06% | 3.28% | -1.53% | -2.85% | 1.48% | 1.94% | -2.15% | -7.47% |
| 2021 | -0.75% | -0.46% | 1.48% | 1.6% | 0.74% | 0.91% | 1.27% | 1.01% | -1.84% | 2.47% | 0.1% | 1.52% | 8.28% |
| 2020 | 1.64% | -1.65% | -4.08% | 4.75% | 1.84% | 1.1% | 2.71% | 1.79% | -1.5% | -1.26% | 3.03% | 1.44% | 9.9% |
| 2019 | 3.36% | 1.27% | 1.48% | 1.36% | -1.44% | 3.61% | 1.11% | 1.3% | 0.13% | 0.77% | 1.02% | 0.88% | 15.8% |
| 2018 | 1.93% | -1.71% | -1.09% | 0% | 1.7% | 0.04% | 1.37% | 1.71% | 0.09% | -2.2% | 0.76% | -1.96% | 0.53% |
| 2017 | 0.85% | 2.4% | -0.02% | 0.82% | 0.65% | -0.28% | 0.96% | 0.91% | 0.2% | 1.54% | 0.94% | 0.78% | 10.19% |
| 2016 | -1.43% | 0.76% | 2.41% | 0.05% | 0.78% | 1.25% | 2% | -0.14% | 0.1% | -0.64% | 0.18% | 0.89% | 6.32% |
| 2015 | 1.08% | 1.7% | -0.16% | -0.54% | 0.89% | -1.7% | 0.99% | -2.75% | -0.79% | 3.97% | 0.14% | -1.16% | 1.53% |
| 2014 | -0.18% | 1.85% | -0.26% | 0.35% | 1.35% | 0.95% | -0.27% | 2.27% | -0.28% | 1.24% | 1.77% | 0.25% | 9.38% |
| 2013 | 1.14% | 0.77% | 1.53% | 0.15% | -0.24% | -1.94% | 1.87% | -0.83% | 0.83% | 1.72% | 0.71% | 0.4% | 6.23% |
| 2012 | 3.06% | 0.99% | 0.77% | 0.07% | -1.06% | 0.89% | 1.17% | 0.93% | 0.91% | -1.2% | 0.26% | -0.22% | 6.69% |
| 2011 | 0.24% | 2.02% | 0.1% | -1.12% | 0.98% | 0.14% | -2.08% | 3.36% | 0.12% | -0.19% | 3.54% |