Annualised Return | 16.54% |
Realised Volatility | 40.12% |
Downside Volatility | 22.29% |
Max Drawdown | -86.75% |
Winning months | 58.13% |
Sharpe Ratio | 0.41 |
Sortino Ratio | 0.74 |
Calmar Ratio | 0.19 |
Viking Ratio | 0.3 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.11% | 3.4% | -2.77% | 8.6% | 4.08% | 4.67% | 12.99% | 3.48% | -0.71% | -0.37% | 39.09% | ||
2023 | 0.11% | -0.47% | 10.39% | 6.88% | 4.73% | 4.91% | -4.76% | 0.45% | -3.08% | -3.43% | 9.64% | 2.27% | 29.69% |
2022 | -11.92% | -9.61% | 3.88% | -11.28% | -9.85% | -6.56% | 20.01% | -6.89% | -6.46% | -6.96% | 6% | -5.93% | -40.07% |
2021 | -3.15% | 9.61% | -8.39% | 0.08% | -5.11% | 12.21% | 8.9% | -1.41% | -5.57% | 18.44% | -4.46% | 3.66% | 23.24% |
2020 | 7.89% | -3.19% | -5.36% | 8.14% | 17.03% | -7.58% | 2.99% | -3.34% | 0.94% | 10.28% | 11.24% | 2.09% | 45.5% |
2019 | 1.81% | 8.25% | -0.19% | 13.46% | -8% | 1.25% | 8.02% | 9.94% | 2.32% | 2.29% | 8.06% | 3.39% | 61.46% |
2018 | 13.82% | 0.79% | 3.86% | 3.77% | 5.8% | -4.11% | 1.3% | 9.76% | -0.77% | -13.63% | -8.93% | -3.6% | 4.95% |
2017 | 2.28% | 3.86% | 1.92% | 5.84% | 4.46% | 2.8% | -2.2% | 0.58% | 0.88% | 1.7% | 3.18% | -3.21% | 24.01% |
2016 | -9.9% | -23.39% | 6.89% | 13.84% | 4.7% | 8.75% | -2.21% | 0.57% | 4.44% | -6.32% | -7.17% | -4.12% | -18.1% |
2015 | -3.07% | 12.53% | 0.97% | 1.18% | -0.39% | 6.5% | 7.85% | -1.07% | 8.16% | 14.1% | 4.74% | -2.31% | 59.28% |
2014 | 3.25% | -11.07% | -10.77% | -2.43% | -4.31% | 16.74% | -0.53% | -1.84% | -0.74% | 26.61% | -2.98% | 0.79% | 7.16% |
2013 | 11.58% | 4.35% | 8.62% | 3.23% | 9.12% | -0.67% | 8.85% | -0.98% | 18.38% | 10.56% | 6.1% | -0.47% | 110.84% |
2012 | 16.67% | 7.51% | 1.69% | 4.01% | -6.63% | 8.18% | -3.3% | 3.18% | 9.34% | 8.61% | -1.86% | 3.24% | 60.88% |
2011 | -0.05% | 6.6% | 7.19% | 4.56% | 2.5% | 5.39% | -4.82% | -1.02% | 0.2% | 24.88% | 1.52% | -6.05% | 45.04% |
2010 | -5.93% | -3.04% | 3.19% | -9.07% | -4.75% | -4.37% | 5.86% | 5.36% | 16.46% | 1.24% | 0% | 1.71% | 4.27% |
2009 | 5.09% | 8.1% | 7.49% | 12.78% | 1.82% | -7.02% | -1.41% | -1.1% | 12.21% | 11.29% | 5.05% | -0.35% | 66.19% |
2008 | 4.34% | 2.97% | 0.94% | 3.51% | 8.91% | -13.9% | 17.76% | 1.44% | -6.42% | -10.42% | -7.06% | -5.15% | -7.06% |
2007 | -1.14% | -1.94% | -6.82% | -5.91% | 1.51% | 2.31% | -3.06% | 23.28% | -9.98% | 20.75% | -6.58% | -14.41% | -8.32% |
2006 | -0.91% | 13.91% | 11% | 0.27% | -3.63% | 5.36% | 7.32% | 8.82% | -1.15% | 9.74% | 1.83% | -2.7% | 60.14% |
2005 | -8.49% | -7.97% | 8.1% | -24.05% | 12.63% | 16.13% | 5.03% | 2.27% | 1.97% | -1.69% | 7.49% | 0.34% | 5.02% |
2004 | 3.84% | -6.9% | 4.3% | -2.78% | -5.72% | 6.29% | -2.75% | -1.09% | -2.86% | -1.36% | -10.09% | 6.63% | -13.19% |
2003 | -6.47% | -3.08% | -6.61% | 11.9% | 14.94% | -6.39% | 16.47% | 27.88% | 11.85% | 11.86% | 6.06% | 14.64% | 130.94% |
2002 | -3.3% | -4.55% | 36.67% | -5.4% | -3.13% | 1.14% | -7.52% | -23.78% | 17.33% | -9.09% | 11.25% | -6.29% | -8.35% |
2001 | 3.67% | -20% | 35.71% | -18.42% | 64.52% | -5.88% | 10.42% | 39.62% | -21.62% | 18.97% | -1.74% | 34.22% | 169.55% |
2000 | -20.45% | 22.86% | 9.3% | -8.51% | -25.58% | -35.93% | 0% | -14.63% | -8.59% | 21.9% | -17.97% | -15.6% | -69.31% |
1999 | -18.37% | 10% | -20.45% | 34.29% | 2.13% | 8.33% | -3.85% | -8% | -22.82% | 5.63% | -12.01% | 33.33% | -10.2% |
1998 | 2.46% | 44.44% | -4.62% | 36.3% | -11.25% | 10.01% | -7.27% | -31.37% | 16.18% | 0% | -12.29% | -8.42% | 11.57% |
1997 | 19.98% | -11.13% | -18.74% | 7.71% | 7.16% | 9.99% | 12.09% | 21.62% | 22.23% | 34.57% | 10.81% | 7.31% | 193.27% |
1996 | -4.55% | 0% | -9.5% | 10.5% | 4.77% | 0% | -22.73% | -11.74% | -20.03% | 8.35% | 0% | 15.41% | -31.8% |
1995 | -11.53% | 13.03% | 19.24% | -12.9% | 7.39% | -13.79% | -7.98% | -8.71% | 4.77% | 27.29% | 0% | -21.44% | -15.38% |
1994 | 21.43% | -7.86% | -8.51% | 0% | 4.66% | -13.34% | -2.57% | -2.62% | -2.71% | -11.11% | -9.39% | -10.34% | -38.1% |
1993 | 5.39% | 5.14% | 2.44% | -7.16% | 2.57% | 0% | 0% | 0% | -7.49% | 2.69% | 0% | 10.55% | 13.52% |
1992 | 43.48% | 6.05% | 25.72% | 0% | -9.09% | -5.01% | -10.53% | 11.76% | 0% | -13.14% | 12.12% | 0% | 60.87% |
1991 | -3.98% | 8.31% | -7.68% | 0% | 0% | 0% | 0% | -4.17% | 0% | 0% | 0% | 0% | -7.98% |
1990 | -8.34% | 9.52% | 2.92% | 0% | 25.88% | 0% | -12.5% | -10.73% | -3.98% | -4.17% | 8.68% | 0% | 1.6% |