US Alternatives ETFs Top Buys
Provider: C8 Studio
| Annualised Return | 6.29% |
| Realised Volatility | 8.66% |
| Downside Volatility | 7.03% |
| Max Drawdown | -18.84% |
| Winning months | 63.02% |
| Sharpe Ratio | 0.73 |
| Sortino Ratio | 0.9 |
| Calmar Ratio | 0.33 |
| Viking Ratio | 0.62 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.52% | 2.79% | 3.61% | -2.11% | 2.2% | 0.84% | 1.38% | 1.53% | 2.04% | -0.87% | 12.45% | ||
| 2023 | -1.21% | -3.82% | 1.35% | 1.62% | -1.57% | 1.17% | 2.02% | -0.82% | -1.92% | -2.36% | 4.14% | 1.67% | -0.03% |
| 2022 | 0.71% | 1.08% | 5.1% | -0.31% | 2.37% | -3.86% | 0.13% | 0.1% | -0.1% | 1.94% | -0.97% | -0.04% | 6.05% |
| 2021 | 2.64% | 0.37% | -1.29% | 4.06% | 2.98% | 2.01% | 0.23% | 0.72% | -0.3% | 5.21% | -5.8% | 5.89% | 17.44% |
| 2020 | -0.92% | -4.55% | 3.26% | 3.77% | 2.98% | 1.06% | 7.39% | 3.38% | -4.29% | -0.98% | 0.51% | 5.6% | 17.8% |
| 2019 | -0.81% | -1.06% | 0.31% | 1.8% | -3.84% | 5.16% | 1.38% | 2.65% | -0.96% | 1.72% | 0.52% | 2.13% | 9.08% |
| 2018 | 2.16% | -11.69% | 1.15% | 0.99% | 0.12% | 0.11% | -0.68% | 1.28% | 1.31% | -3.1% | -4.91% | -0.81% | -13.96% |
| 2017 | 3.38% | 1.43% | -0.01% | -0.23% | 1.06% | 0.51% | 2.72% | -0.88% | 1.88% | 2.41% | 1.66% | 2.97% | 18.16% |
| 2016 | 0.37% | 0.18% | -0.52% | 3.09% | 0.03% | 1.8% | 5.78% | -1.75% | 0.55% | -2.16% | 1.71% | 2.74% | 12.18% |
| 2015 | 1% | 0.16% | 0.68% | -0.57% | 1.69% | -2.92% | 2.04% | -6.57% | -0.16% | -0.45% | 0.32% | -1.88% | -6.76% |
| 2014 | -0.1% | 1.14% | -0.31% | 0.5% | 0.28% | 0.53% | -3.14% | 1.04% | -0.45% | 0.1% | 0.91% | -0.92% | -0.5% |
| 2013 | 3.75% | -0.66% | 0.88% | -0.02% | -0.58% | -0.47% | 0.31% | 0.17% | 1.2% | -0.46% | 0.13% | -0.06% | 4.19% |
| 2012 | 5.46% | 1.8% | 3.32% | -0.16% | -5.29% | 3.78% | 1.45% | -0.11% | 2.66% | -3.13% | 0.46% | -2.63% | 7.31% |
| 2011 | -1.75% | 4.08% | 2.35% | 4.63% | -3.71% | -1.77% | 2.93% | 1.13% | -6.19% | 1.88% | 0.09% | -0.68% | 2.44% |
| 2010 | -2.6% | 2.4% | 1.81% | 2.36% | -3.31% | -0.06% | -0.8% | 1.65% | 3.51% | 2.8% | 1.33% | 2.12% | 11.52% |
| 2009 | 1.61% | 0.49% | -0.88% | -0.22% | 2.95% | -1.39% | 1.11% | 0.49% | 1.73% | 1.06% | 4.85% | -2.1% | 9.91% |
| 2008 | 0% | -0.64% | -0.64% |