C8 Systematic Equity - US Quality ADR
Provider: C8
| Annualised Return | 6.55% |
| Realised Volatility | 13.42% |
| Downside Volatility | 8.69% |
| Max Drawdown | -26.03% |
| Winning months | 59.87% |
| Sharpe Ratio | 0.49 |
| Sortino Ratio | 0.75 |
| Calmar Ratio | 0.25 |
| Viking Ratio | 0.22 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.08% | 3.26% | 1.57% | -0.14% | 3.77% | 0.99% | 0.16% | 0.36% | -0.16% | 0.26% | 0.29% | 13.06% | |
| 2024 | -0.51% | 1.36% | 3.11% | -3.46% | 4.53% | -1.62% | 3.66% | 3.77% | 0.98% | -4.21% | -1.49% | -1.37% | 4.35% |
| 2023 | 6.53% | -1.56% | 6.11% | 1.99% | -5.64% | 5.71% | 4.43% | -3.37% | -1.61% | -4.93% | 7.05% | 2.85% | 17.65% |
| 2022 | 1.41% | -2.66% | -0.76% | -4.02% | 3.33% | -9.17% | 0.11% | -5.87% | -9.63% | 6.43% | 12.81% | -2.25% | -11.79% |
| 2021 | -1.93% | 2.52% | 3.41% | 4.29% | 3.73% | -0.47% | -0.78% | 0.2% | -3.12% | 0.47% | -3.32% | 5.69% | 10.7% |
| 2020 | -4.6% | -7.54% | -11.9% | 6.95% | 3.14% | 1.75% | 2.29% | 2.01% | -2.11% | -4.17% | 15.38% | 5.77% | 4.19% |
| 2019 | 6.35% | 1.41% | 1.4% | 1.33% | -4.35% | 5.74% | -1.74% | -2.68% | 2.31% | 0.89% | 2.52% | 3.76% | 17.67% |
| 2018 | 4.01% | -4.83% | -0.3% | 2.21% | -0.94% | -1.02% | 2.24% | -1.82% | 0.26% | -7.73% | 1.45% | -3.72% | -10.3% |
| 2017 | 3.36% | 1.28% | 2.88% | 1.7% | 5.77% | -1.93% | 2.41% | 0% | 0.53% | 1.77% | 1.39% | 0.94% | 21.84% |
| 2016 | -3.25% | -2.44% | 4.74% | 2.05% | -0.47% | 2.06% | 2.45% | -0.81% | 0.58% | -5.33% | -1.51% | 2.97% | 0.56% |
| 2015 | 2.44% | 6.32% | -1.96% | 3.44% | 0.03% | -3.19% | 3.55% | -7.32% | -3.14% | 6.21% | -1.24% | -1.75% | 2.47% |
| 2014 | -3.08% | 5.65% | 1.01% | 3.07% | 1.42% | 2.81% | -1.52% | 1.05% | -2.81% | -1.78% | 1.6% | -3.32% | 3.73% |
| 2013 | 0% | 0% | -0.02% | 3.37% | -0.89% | 6.03% | 3.15% | 0.77% | 1.97% | 15.1% |