C8 US Equities - Growth
Provider: C8 Studio
| Annualised Return | 18.33% |
| Realised Volatility | 18.18% |
| Downside Volatility | 12.94% |
| Max Drawdown | -20.65% |
| Winning months | 66.9% |
| Sharpe Ratio | 1.01 |
| Sortino Ratio | 1.42 |
| Calmar Ratio | 0.89 |
| Viking Ratio | 0.57 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.2% | 0.55% | -5.26% | 1.91% | 8.81% | 10.33% | 2.11% | 0.7% | 7.39% | 1.15% | 35.66% | ||
| 2024 | 2.73% | 6.31% | 6.42% | -4.15% | 4.43% | 2.33% | 0.48% | 4.15% | 1.42% | 2.16% | 8.21% | -3.49% | 34.82% |
| 2023 | 8.54% | -4.66% | 0.2% | -1.41% | -1% | 9.45% | 5.8% | -5.94% | -4.06% | -2.72% | 11.87% | 9.2% | 25.67% |
| 2022 | -0.41% | 1.66% | 6.51% | -5.16% | 4.91% | -15.22% | 12.48% | -1.48% | -10.14% | 14.12% | 2.91% | -8.65% | -2.83% |
| 2021 | 0.47% | 3.33% | 3.68% | 6.43% | 1.44% | 3.44% | 1.62% | 3.54% | -4.71% | 11.62% | 2.78% | 1.29% | 40.06% |
| 2020 | -0.55% | -7.03% | -14.17% | 13.99% | 6.76% | 5.26% | 5.56% | 8.93% | -5.72% | -5.23% | 7.86% | 3.06% | 16.08% |
| 2019 | 14.89% | 0.78% | 2.06% | 4.53% | -7.99% | 6.61% | 0.7% | -4.14% | 0.03% | 2.51% | 4.59% | 2.14% | 28.13% |
| 2018 | 8.3% | -3.15% | -0.45% | 1% | 5.78% | -1.26% | 0.54% | 4.23% | 0.27% | -11.71% | 1.01% | -8.35% | -5.38% |
| 2017 | 5.41% | 3.17% | 2.5% | 2.27% | 3.76% | -0.13% | 4.91% | -0.03% | 3.2% | 4.31% | 0.85% | 2.06% | 37.29% |
| 2016 | -7.84% | -0.78% | 6.08% | -1.32% | 3.04% | -0.76% | 4.77% | 0.09% | 0.58% | -2.39% | 0.77% | 0.43% | 1.97% |
| 2015 | -0.14% | 5.55% | -0.99% | 1.56% | 2.07% | -1% | 3.07% | -6.56% | -3.65% | 7.58% | -0.88% | -1.04% | 4.86% |
| 2014 | -0.68% | 6.68% | -2.84% | -0.86% | 4.12% | 2.13% | 0.17% | 5.62% | -2.96% | 1.55% | 0.25% | -0.69% | 12.65% |