Annualised Return | 23.13% |
Realised Volatility | 27.71% |
Downside Volatility | 13.67% |
Max Drawdown | -31.51% |
Winning months | 63.79% |
Sharpe Ratio | 0.83 |
Sortino Ratio | 1.69 |
Calmar Ratio | 0.73 |
Viking Ratio | 0.34 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.47% | 7.02% | 3.97% | 3.12% | 14.1% | 0.06% | 4.11% | 15.1% | -6.35% | 6.39% | 12.35% | 76.53% | |
2023 | 9.77% | -7.82% | 2.65% | -2.62% | -3.04% | 2.38% | 2.61% | -5.94% | 2.72% | -1.68% | 36.64% | 6.1% | 41.89% |
2022 | -10.78% | 10.17% | 0.35% | -3.45% | -7.13% | -7.32% | 6.64% | 2.21% | -6.52% | 13.43% | -1.58% | -5.45% | -11.83% |
2021 | -5.27% | 3.23% | -4.31% | 11.85% | -6.75% | 7.41% | -3.58% | -12.57% | -4.92% | -0.76% | 1.45% | 20.93% | 2.3% |
2020 | -1.05% | 4.12% | -18.39% | 21.57% | 11.26% | -5.07% | -4.16% | 19.07% | -9.21% | -6.88% | 12.44% | 4.29% | 22.13% |
2019 | 4.59% | 8.77% | 0.72% | 8.39% | -8.71% | -5.71% | 4.6% | -13.68% | 4.17% | -1.44% | 2.08% | 2.32% | 3.51% |
2018 | 9.84% | 8.29% | 2.69% | 5.11% | 10.89% | -1.38% | 4.28% | 10.65% | 2.37% | -12.26% | -10.81% | 0.55% | 30.51% |
2017 | 2.23% | 3.13% | 2.85% | 2.69% | 5.7% | 3.11% | 1.32% | 4.28% | -2.92% | 7.33% | 4.18% | 3.35% | 43.86% |
2016 | -4.9% | 2.82% | 3.13% | -6.06% | 7.11% | -4.12% | -4.07% | 8.22% | 6.64% | 3.65% | -1.26% | -1.1% | 9.01% |
2015 | -5.47% | 7.42% | 4.68% | 0.89% | -11.81% | 0.52% | 9% | 13.06% | 3.19% | 20.89% |