Annualised Return | 15.25% |
Realised Volatility | 23.71% |
Downside Volatility | 15.81% |
Max Drawdown | -37.64% |
Winning months | 59.66% |
Sharpe Ratio | 0.64 |
Sortino Ratio | 0.96 |
Calmar Ratio | 0.41 |
Viking Ratio | 0.23 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 4.41% | 4.41% | |||||||||||
2024 | 2.96% | 4.73% | -4.31% | -1.4% | -4.2% | -1.69% | 7.91% | 12.27% | -0.26% | 4.25% | 1.36% | -9.47% | 10.74% |
2023 | -2.06% | 3.07% | 6.4% | 4.07% | -4.86% | 4.22% | 1.21% | 7.57% | 4.34% | 4.92% | 11.51% | -1.99% | 44.37% |
2022 | -9.1% | -0.64% | -2.45% | -1.26% | -0.15% | 0.78% | 9% | -3.99% | -0.51% | 6.07% | 2.29% | -1.08% | -2.16% |
2021 | -1.49% | 8.34% | -0.27% | 5.76% | 7.05% | 6.96% | -0.49% | 6.89% | -1.82% | 6.52% | -1.91% | 1.13% | 42.23% |
2020 | 2.68% | -7.21% | -21.71% | 11.35% | 7.5% | -12.38% | -5.98% | 5.15% | -4.41% | -7.35% | 12.85% | 1.97% | -21.17% |
2019 | -4.66% | 3.17% | -0.49% | 6.46% | 7.13% | -4.52% | 5.48% | 9.34% | -3.57% | 0.21% | 3.56% | 0.93% | 24.16% |
2018 | 7.87% | -16.65% | 2.11% | -6.42% | -8.38% | 6.67% | -6.67% | 4.1% | -4.8% | 17.6% | -4.36% | -9.1% | -20.6% |
2017 | 7.75% | -1.97% | 4.2% | 1.65% | 5.11% | 5.82% | 3.42% | 7.02% | 6.68% | 5.05% | 9.42% | 0.94% | 70.49% |
2016 | 2.65% | -6.18% | 4.91% | -5.16% | 2.73% | 5.05% | 3.27% | 0.2% | -5.59% | -2.53% | 9.4% | 7.24% | 15.52% |
2015 | 1.66% | -6.57% | -4.37% | -1.98% | 4.37% | -2.22% | 8.32% | 2.07% | 6.43% | -0.06% | 7.71% | -9.83% | 3.76% |
2014 | 0.12% | 4.21% | 4.76% | -5.72% | -4.69% | -2.9% | -1.5% | 9.83% | 0.94% | 10.12% | 2.01% | 5.86% | 23.82% |
2013 | 15% | 6.47% | 2.84% | 1.6% | 7.35% | 16.19% | 7.42% | -8.05% | -1.44% | 7.08% | 8.31% | 0.35% | 80.8% |
2012 | -1.04% | 8.2% | 3.08% | -6.97% | -4.05% | 9.62% | 2.96% | 0.2% | 3.48% | 0.24% | 2.25% | 0.77% | 19.1% |
2011 | 0.66% | 28.6% | -1.74% | -7.42% | -1.86% | -6.18% | -6.34% | 10.12% | -3.09% | 6.78% | 3.49% | -3.94% | 15.04% |
2010 | 1.48% | -18.28% | -21.39% | -2.93% | 18.86% | -0.92% | -3.5% | -28.09% |