C8 US Equities - Growth
Provider: C8 Studio
| Annualised Return | 16.18% |
| Realised Volatility | 18.23% |
| Downside Volatility | 13.21% |
| Max Drawdown | -20.87% |
| Winning months | 64.62% |
| Sharpe Ratio | 0.89 |
| Sortino Ratio | 1.23 |
| Calmar Ratio | 0.78 |
| 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% | 2.51% | 0.25% | 3.97% | 1.56% | 1.57% | 29.14% | ||
| 2023 | 8.49% | -4.7% | 0.22% | -1.36% | -1% | 9.39% | 5.7% | -5.96% | -4.08% | -2.71% | 11.94% | 9.23% | 25.56% |
| 2022 | -0.62% | 1.75% | 6.49% | -5.14% | 4.96% | -15.2% | 12.44% | -1.46% | -10.12% | 14.12% | 2.92% | -8.59% | -2.79% |
| 2021 | 0.47% | 3.33% | 3.71% | 6.34% | 1.55% | 3.37% | 1.52% | 3.54% | -4.63% | 11.61% | 2.81% | 1.34% | 40.1% |
| 2020 | -0.62% | -7.09% | -14.31% | 13.56% | 6.56% | 5.1% | 5.26% | 9.03% | -5.7% | -5.22% | 7.86% | 3.06% | 14.74% |
| 2019 | 14.86% | 0.79% | 2.06% | 4.51% | -7.98% | 6.62% | 0.53% | -4.52% | -0.09% | 2.66% | 4.52% | 2.12% | 27.29% |
| 2018 | 8.3% | -3.17% | -0.44% | 0.99% | 5.76% | -1.27% | 0.71% | 3.92% | 0.05% | -11.7% | 1.02% | -8.35% | -5.77% |
| 2017 | 5.4% | 3.2% | 2.47% | 2.3% | 3.78% | -0.11% | 4.87% | -0.02% | 3.19% | 4.28% | 0.83% | 2.08% | 37.26% |
| 2016 | -7.83% | -0.79% | 6.08% | -1.33% | 3.03% | -0.74% | 4.82% | 0.05% | 0.68% | -2.37% | 0.96% | 0.46% | 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 | -0.71% | 6.66% | -2.81% | -0.85% | 4.1% | 2.12% | 0.19% | 5.65% | -2.96% | 1.55% | 0.25% | -0.69% | 12.66% |