US Evolution
Provider: C8 Studio
| Annualised Return | 7.59% |
| Realised Volatility | 5.66% |
| Downside Volatility | 3.21% |
| Max Drawdown | -8.58% |
| Winning months | 70% |
| Sharpe Ratio | 1.34 |
| Sortino Ratio | 2.37 |
| Calmar Ratio | 0.88 |
| Viking Ratio | 0.5 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.97% | 1.67% | 2.65% | -1.42% | 2.09% | 1.85% | 1.68% | 1.01% | 1.86% | 0.45% | 2.86% | -0.75% | 15.87% |
| 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% | 0.82% | 10.23% |
| 2016 | -1.43% | 0.76% | 2.42% | 0.05% | 0.78% | 1.25% | 2% | -0.14% | 0.1% | -0.64% | 0.18% | 0.89% | 6.33% |
| 2015 | 0.14% | -1.16% | -1.02% |