C8 US Equities - Growth
Provider: C8 Studio
| Annualised Return | 16.77% |
| Realised Volatility | 18.13% |
| Downside Volatility | 12.95% |
| Max Drawdown | -20.67% |
| Winning months | 65.94% |
| Sharpe Ratio | 0.92 |
| Sortino Ratio | 1.29 |
| Calmar Ratio | 0.81 |
| Viking Ratio | 0.6 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.26% | 0.83% | -5.4% | 1.77% | 8.46% | 1.29% | 10.12% | ||||||
| 2024 | 2.73% | 6.31% | 6.42% | -4.15% | 4.43% | 2.33% | 0.26% | 4.07% | 1.55% | 2.07% | 7.94% | -3.15% | 34.62% |
| 2023 | 8.53% | -4.67% | 0.2% | -1.4% | -1.01% | 9.44% | 5.75% | -5.98% | -4.09% | -2.73% | 11.95% | 9.23% | 25.59% |
| 2022 | -0.4% | 1.65% | 6.53% | -5.15% | 4.92% | -15.22% | 12.47% | -1.48% | -10.13% | 14.12% | 2.91% | -8.63% | -2.76% |
| 2021 | 0.47% | 3.33% | 3.69% | 6.43% | 1.44% | 3.44% | 1.62% | 3.54% | -4.71% | 11.61% | 2.78% | 1.31% | 40.08% |
| 2020 | -0.55% | -7.04% | -14.19% | 13.99% | 6.76% | 5.26% | 5.55% | 8.93% | -5.73% | -5.22% | 7.86% | 3.06% | 16.04% |
| 2019 | 14.88% | 0.78% | 2.06% | 4.52% | -7.99% | 6.61% | 0.71% | -4.14% | 0.03% | 2.51% | 4.58% | 2.15% | 28.14% |
| 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 | 5.41% | 3.17% | 2.5% | 2.3% | 3.8% | -0.12% | 4.91% | -0.03% | 3.2% | 4.29% | 0.86% | 2.07% | 37.4% |
| 2016 | -7.84% | -0.78% | 6.08% | -1.32% | 3.03% | -0.75% | 4.76% | 0.09% | 0.58% | -2.39% | 0.77% | 0.43% | 1.98% |
| 2015 | -0.14% | 5.56% | -0.99% | 1.56% | 2.07% | -1% | 3.06% | -6.56% | -3.65% | 7.58% | -0.88% | -1.04% | 4.86% |
| 2014 | -0.69% | 6.67% | -2.83% | -0.86% | 4.11% | 2.12% | 0.18% | 5.63% | -2.96% | 1.55% | 0.25% | -0.69% | 12.66% |