C8 US Equities - Growth
Provider: C8 Studio
| Annualised Return | 15.7% |
| Realised Volatility | 18.09% |
| Downside Volatility | 13.04% |
| Max Drawdown | -20.88% |
| Winning months | 64.71% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 1.2 |
| Calmar Ratio | 0.75 |
| Viking Ratio | 0.59 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.84% | 1.36% | -5.33% | -1.56% | -1.91% | ||||||||
| 2024 | 2.73% | 6.31% | 6.42% | -4.15% | 4.43% | 2.33% | 0.5% | 4.15% | 1.43% | 2.07% | 7.95% | -3.17% | 34.83% |
| 2023 | 8.52% | -4.68% | 0.21% | -0.88% | 0.24% | 8.31% | 6.02% | -5.75% | -4.32% | -2.73% | 11.95% | 9.24% | 26.86% |
| 2022 | -0.38% | 1.65% | 6.55% | -5.15% | 4.94% | -15.21% | 12.46% | -1.47% | -10.13% | 12.62% | 3.16% | -9.34% | -4.49% |
| 2021 | 0.47% | 3.33% | 3.7% | 6.43% | 1.44% | 3.43% | 1.62% | 3.54% | -4.71% | 11.62% | 2.79% | 1.32% | 40.12% |
| 2020 | -0.63% | -7.08% | -14.31% | 13.99% | 6.76% | 5.26% | 5.55% | 8.93% | -5.73% | -5.22% | 7.85% | 3.06% | 15.72% |
| 2019 | 14.87% | 0.79% | 2.06% | 4.52% | -7.99% | 6.62% | 0.52% | -4.54% | -0.09% | 2.67% | 4.52% | 2.12% | 27.29% |
| 2018 | 8.3% | -3.16% | -0.45% | 1.01% | 5.77% | -1.26% | 0.55% | 4.22% | 0.27% | -11.7% | 1.01% | -8.35% | -5.4% |
| 2017 | 5.4% | 3.17% | 2.49% | 2.3% | 3.8% | -0.12% | 4.91% | -0.03% | 3.21% | 4.29% | 0.85% | 2.07% | 37.37% |
| 2016 | -7.84% | -0.79% | 6.08% | -1.32% | 3.03% | -0.75% | 4.79% | 0.15% | 0.66% | -2.4% | 0.77% | 0.43% | 2.13% |
| 2015 | -0.14% | 5.55% | -0.99% | 1.56% | 2.07% | -1% | 3.06% | -6.57% | -3.65% | 7.57% | -0.88% | -1.05% | 4.85% |
| 2014 | -0.7% | 6.67% | -2.82% | -0.86% | 4.11% | 2.12% | 0.18% | 5.63% | -2.96% | 1.55% | 0.25% | -0.69% | 12.65% |