C8 US Equities - Growth
Provider: C8 Studio
| Annualised Return | 16.74% |
| Realised Volatility | 18.22% |
| Downside Volatility | 13.21% |
| Max Drawdown | -20.87% |
| Winning months | 65.15% |
| Sharpe Ratio | 0.92 |
| Sortino Ratio | 1.27 |
| Calmar Ratio | 0.8 |
| Viking Ratio | 0.47 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.73% | 6.31% | 6.43% | -4.14% | 4.69% | 2.65% | 0.25% | 3.96% | 1.57% | 2% | 7.79% | 0.18% | 39.59% |
| 2023 | 8.5% | -4.69% | 0.21% | -1.39% | -1.03% | 9.42% | 5.75% | -5.99% | -4.08% | -2.74% | 11.95% | 9.24% | 25.53% |
| 2022 | -0.63% | 1.75% | 6.48% | -5.14% | 4.95% | -15.21% | 12.45% | -1.47% | -10.12% | 14.12% | 2.92% | -8.61% | -2.85% |
| 2021 | 0.47% | 3.33% | 3.7% | 6.34% | 1.55% | 3.37% | 1.61% | 3.53% | -4.71% | 11.61% | 2.8% | 1.33% | 40.06% |
| 2020 | -0.62% | -7.08% | -14.31% | 13.47% | 6.51% | 5.21% | 5.26% | 9.04% | -5.7% | -5.22% | 7.86% | 3.06% | 14.74% |
| 2019 | 14.86% | 0.79% | 2.06% | 4.51% | -7.99% | 6.62% | 0.53% | -4.52% | -0.09% | 2.66% | 4.52% | 2.12% | 27.29% |
| 2018 | 8.3% | -3.16% | -0.44% | 0.98% | 5.76% | -1.27% | 0.7% | 3.92% | 0.05% | -11.7% | 1.02% | -8.35% | -5.77% |
| 2017 | 5.4% | 3.2% | 2.47% | 2.3% | 3.79% | -0.11% | 4.87% | -0.02% | 3.19% | 4.28% | 0.84% | 2.08% | 37.28% |
| 2016 | -7.84% | -0.78% | 6.08% | -1.33% | 3.03% | -0.75% | 4.83% | 0.05% | 0.68% | -2.37% | 0.96% | 0.47% | 2.35% |
| 2015 | -0.15% | 5.56% | -0.99% | 1.56% | 2.08% | -0.99% | 3.06% | -6.57% | -3.65% | 7.57% | -0.88% | -1.05% | 4.85% |
| 2014 | -0.71% | 6.66% | -2.81% | -0.85% | 4.11% | 2.12% | 0.19% | 5.65% | -2.96% | 1.56% | 0.25% | -0.69% | 12.67% |