C8 US Equities - Growth
Provider: C8 Studio
| 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% |