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C8 US Equities - Growth

Provider: C8 Studio
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Annualised Return 16.08%
Realised Volatility 18.28%
Downside Volatility 13.11%
Max Drawdown -20.88%
Winning months 64.34%
Sharpe Ratio 0.88
Sortino Ratio 1.23
Calmar Ratio 0.77
Viking Ratio 0.46
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 2.73% 6.31% 6.44% -3.71% 4.69% 2.5% 0.25% 3.96% 1.57% 27.14%
2023 8.63% -4.45% 0.13% -1.36% -1.1% 9.4% 5.93% -6.07% -4.11% -2.71% 11.94% 9.23% 25.88%
2022 -1.14% 1.73% 6.2% -5.2% 4.7% -15.11% 12.6% -1.6% -10.17% 13.98% 2.93% -8.59% -3.95%
2021 0.47% 3.33% 3.71% 6.34% 1.55% 3.37% 1.52% 3.54% -4.63% 11.52% 2.86% 1.34% 40.05%
2020 -0.61% -7.09% -14.32% 13.56% 6.56% 5.1% 5.25% 9.04% -5.7% -5.22% 7.86% 3.06% 14.73%
2019 14.82% 0.96% 2.05% 4.55% -7.87% 6.54% 0.53% -4.52% -0.09% 2.66% 4.52% 2.12% 27.56%
2018 8.3% -2.92% -0.52% 0.66% 5.89% -1.48% 0.83% 4.13% -0.12% -11.61% 1.07% -8.27% -5.61%
2017 5.4% 3.2% 2.47% 2.3% 3.78% -0.11% 4.84% 0.2% 3.01% 4.29% 0.79% 1.94% 37.08%
2016 -7.83% -0.79% 6.08% -1.33% 3.03% -0.74% 4.83% 0.05% 0.68% -2.37% 0.96% 0.47% 2.34%
2015 -0.15% 5.56% -0.99% 1.56% 2.08% -0.99% 3.07% -6.57% -3.65% 7.57% -0.88% -1.05% 4.85%
2014 -0.69% 6.46% -2.98% -0.85% 4.1% 2.12% 0.33% 5.76% -2.81% 1.55% 0.25% -0.69% 12.73%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).