Annualised Return | 15.43% |
Realised Volatility | 25.94% |
Downside Volatility | 15.17% |
Max Drawdown | -64.53% |
Winning months | 57.18% |
Sharpe Ratio | 0.59 |
Sortino Ratio | 1.02 |
Calmar Ratio | 0.24 |
Viking Ratio | 0.63 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 10.75% | 16.94% | 3.22% | 0.4% | 5.2% | 10.37% | -11.17% | 19.53% | -7.72% | 1.41% | 54.87% | ||
2023 | -5.93% | -9.28% | 10.35% | 15.27% | 8.77% | 9.2% | -3.08% | 22.18% | -3.08% | 3.13% | 6.9% | -1.37% | 60.91% |
2022 | -11.16% | 2.28% | 14.57% | 2.01% | 7.66% | 3.44% | 1.68% | -8.33% | 7.34% | 11.98% | 2.77% | -1.41% | 34.26% |
2021 | 23.18% | -1.07% | -8.82% | -2.17% | 9.77% | 14.91% | 6.09% | 6.42% | -10.55% | 10.26% | -2.32% | 11.36% | 66.08% |
2020 | 6.25% | -9.21% | 9.98% | 11.48% | -0.63% | 7.34% | -8.46% | -0.78% | -0.25% | -11.86% | 12.22% | 15.92% | 31.04% |
2019 | 3.58% | 5.94% | 2.75% | -9.8% | -0.38% | -4.44% | -1.66% | 4.27% | -1.01% | 1.9% | 3.58% | 12% | 16.14% |
2018 | -3.56% | -4.74% | 0.45% | 4.78% | 5.62% | 0.34% | 15.8% | 7.51% | 1.57% | 1.05% | 9.96% | -2.46% | 40.45% |
2017 | 4.73% | 8.23% | 1.57% | -2.44% | -2.41% | 3.43% | 0.44% | -1.03% | 5.23% | -4.21% | 3.95% | -0.21% | 17.83% |
2016 | -6.12% | -8.34% | 0.01% | 4.89% | 0% | 4.96% | 5.26% | -5.6% | 3.23% | -8% | -8.51% | 9.58% | -10.37% |
2015 | 4.36% | -1.85% | 3.53% | -1.07% | 10.54% | 5.82% | 1.22% | -1.97% | 1.63% | -2.53% | 1.21% | 2.71% | 25.39% |
2014 | 5.9% | 11.37% | -1.26% | 0.41% | 2.13% | 3.86% | -1.79% | 4.93% | 2.03% | 2.28% | 3.45% | 1.28% | 39.75% |
2013 | 8.86% | 2.74% | 3.9% | -2.48% | -3.17% | -7.6% | 8.12% | -2.33% | -2.08% | -1.01% | 1.8% | 1.55% | 7.29% |
2012 | -4.38% | -0.01% | 2.61% | 2.79% | 0.11% | 4.79% | 2.61% | 3.16% | 5.57% | 2.57% | 1.88% | 0.57% | 24.24% |
2011 | -0.77% | 0.78% | 1.77% | 5.23% | 5.3% | -2.47% | 2.05% | -0.65% | -1.44% | 0.51% | 3.19% | 9.8% | 25.18% |
2010 | -1.43% | -1.07% | 5.47% | -3.45% | -4.91% | 2.16% | 6.27% | -4.41% | 8.75% | -3.64% | -3.05% | 4.1% | 3.66% |
2009 | -8.57% | -19.13% | 13.72% | -1.47% | 6.47% | 0.2% | 0.72% | -2.68% | -1.28% | 2.97% | 9.52% | -2.78% | -6.24% |
2008 | -3.75% | -1.76% | 3.14% | -6.69% | 0.97% | -4.11% | 2.06% | -0.02% | -5.62% | -23.19% | 2.39% | 17.92% | -21.3% |
2007 | 3.88% | -2.06% | 2.13% | 10.09% | -0.14% | -4.67% | -3.2% | 6.82% | -0.73% | -4.88% | -1.42% | 0.83% | 5.67% |
2006 | 0.05% | -1.06% | -0.58% | -4.3% | -1.66% | 7.03% | 2.71% | -0.76% | 1.91% | -1.74% | -3.61% | -2.78% | -5.17% |
2005 | -4.42% | 3.97% | -6.96% | 12.23% | 0.35% | -4.44% | 1.09% | -1.61% | -2.73% | -6.97% | 2.17% | 12.06% | 2.53% |
2004 | -3.26% | 9.19% | -9.52% | 10.33% | 0.29% | -5.1% | -8.85% | 0.16% | -5.36% | -8.56% | -2.26% | 6.41% | -17.54% |
2003 | -5.13% | -5.58% | 1.04% | 11.67% | -5.86% | 15.39% | -4.54% | 1.59% | -10.72% | 12.15% | 3.81% | 2.22% | 13.14% |
2002 | -4.38% | 1.25% | 0.62% | -13.32% | -1.57% | -12.83% | 3.58% | -0.1% | -4.67% | 0.29% | 23.69% | -7.03% | -17.57% |
2001 | -15.33% | 1.19% | -3.52% | 10.88% | -0.02% | -12.63% | 7.14% | -1.73% | 3.95% | -5.2% | 8.45% | -5% | -14.42% |
2000 | 0.56% | -10.75% | 5.36% | 23.15% | -0.96% | 31.2% | 4% | -29.47% | 11.1% | 10.17% | 5.13% | -0.67% | 41.89% |
1999 | 5.41% | 1.14% | -10.19% | -13.25% | -2.68% | 0.26% | -8.29% | 14.02% | -13.99% | 7.3% | 5.11% | -7.86% | -24.24% |
1998 | -2.87% | -2.37% | -9.4% | 16.67% | -11.5% | 7.94% | 1.51% | -1.94% | 19.11% | 3.43% | 10.98% | -0.91% | 29.12% |
1997 | 19.35% | 0.69% | -5.87% | 6.84% | 6.24% | 17.54% | 3.37% | -7.1% | 15.65% | 10.85% | -5.77% | 10.52% | 93.51% |
1996 | 1.78% | 6.46% | 7.22% | -9.04% | 9.33% | 1.17% | -13.85% | 2.84% | 12.66% | 9.3% | 9.01% | -4.58% | 32.66% |
1995 | 0.38% | 2.7% | 9.14% | 2.22% | 0.7% | 5.19% | -0.32% | 5.52% | 9.77% | 7.51% | 3.7% | 13.06% | 77.34% |
1994 | 0.84% | -6.52% | -9.93% | -1.25% | 17.64% | -0.66% | -14.51% | 18.7% | 1.53% | 7.13% | 2.02% | 4.79% | 15.63% |
1993 | -7% | -7.84% | -5.34% | 1.54% | 4.25% | -3.43% | -5.33% | 4.33% | 4.17% | 8.25% | 7.17% | 3.49% | 2.44% |
1992 | -5.54% | -4.4% | -5.18% | -3.17% | -3.21% | -1.33% | 8.45% | -7.07% | -3.84% | -1.6% | 2.33% | -2.8% | -24.88% |
1991 | 6.48% | 1.95% | -0.95% | -1.92% | 4.27% | -9.59% | 6.26% | 10.68% | -5.21% | -3.45% | -3.77% | 13.61% | 16.99% |
1990 | -8.18% | -3.73% | 7.04% | 2.32% | 19.05% | 6.23% | 0.15% | -9.28% | -4.83% | -5.77% | 10.12% | -0.68% | 9.1% |