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C8 US Equities - Growth

Provider: C8 Studio
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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%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).