C8 Systematic Equity - US Quality ADR
Provider: C8
| Annualised Return | 7.09% |
| Realised Volatility | 13.49% |
| Downside Volatility | 8.62% |
| Max Drawdown | -26.07% |
| Winning months | 59.74% |
| Sharpe Ratio | 0.53 |
| Sortino Ratio | 0.82 |
| Calmar Ratio | 0.27 |
| Viking Ratio | 0.24 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0% | 0% | |||||||||||
| 2025 | 2.16% | 3.17% | 1.83% | -0.19% | 3.82% | 0.98% | -3.28% | 5.37% | 1.03% | 5.32% | -0.45% | 1.48% | 23.04% |
| 2024 | -0.47% | 1.39% | 3.12% | -3.49% | 4.5% | -1.57% | 3.63% | 3.79% | 1.03% | -4.32% | -1.45% | -1.34% | 4.42% |
| 2023 | 6.42% | -1.55% | 6.16% | 1.95% | -5.58% | 5.65% | 4.49% | -3.43% | -1.55% | -4.92% | 7.07% | 2.74% | 17.54% |
| 2022 | 1.44% | -2.88% | -0.55% | -4.05% | 3.28% | -9.26% | 0.17% | -5.78% | -9.66% | 6.35% | 12.86% | -2.12% | -11.77% |
| 2021 | -2.04% | 2.49% | 3.41% | 4.27% | 3.78% | -0.49% | -0.76% | 0.07% | -3.01% | 0.45% | -3.27% | 5.7% | 10.58% |
| 2020 | -4.59% | -7.54% | -11.89% | 6.9% | 3.15% | 1.71% | 2.36% | 2.05% | -2.13% | -4.27% | 15.52% | 5.88% | 4.34% |
| 2019 | 6.38% | 1.38% | 1.44% | 1.22% | -4.21% | 5.67% | -1.66% | -2.79% | 2.28% | 0.9% | 2.57% | 3.74% | 17.67% |
| 2018 | 4.03% | -4.81% | -0.39% | 2.23% | -0.91% | -1.03% | 2.11% | -1.58% | 0.17% | -7.71% | 1.41% | -3.73% | -10.3% |
| 2017 | 3.31% | 1.12% | 2.69% | 1.72% | 5.75% | -1.95% | 2.42% | -0.04% | 0.55% | 1.76% | 1.39% | 0.94% | 21.3% |
| 2016 | -3.26% | -2.42% | 4.64% | 1.98% | -0.4% | 1.97% | 2.42% | -0.75% | 0.56% | -5.13% | -1.4% | 2.89% | 0.66% |
| 2015 | 2.35% | 6.29% | -1.92% | 3.35% | 0.11% | -3.17% | 3.45% | -7.33% | -3.14% | 6.26% | -1.43% | -1.69% | 2.2% |
| 2014 | -2.97% | 5.46% | 0.98% | 3.13% | 1.4% | 2.84% | -1.53% | 1.07% | -2.81% | -1.87% | 1.44% | -3.23% | 3.53% |
| 2013 | 0% | 0% | -0.02% | 3.4% | -0.88% | 6.09% | 3.07% | 0.59% | 1.97% | 14.92% |