Annualised Return | 12.69% |
Realised Volatility | 30.55% |
Downside Volatility | 20.91% |
Max Drawdown | -80.87% |
Winning months | 60.53% |
Sharpe Ratio | 0.42 |
Sortino Ratio | 0.61 |
Calmar Ratio | 0.16 |
Viking Ratio | 0.29 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 7.5% | 9.31% | 3.77% | 3.1% | 2.55% | -3.52% | 9.61% | 2.22% | 4.85% | -0.51% | 45.37% | ||
2023 | 18.81% | -0.54% | -5.2% | -1.83% | -1.72% | 9.86% | -2.72% | -6.45% | -5.57% | -1.72% | 16.94% | 9.7% | 28.67% |
2022 | 10.19% | 8.19% | -3.88% | -6.31% | -3.37% | -17.58% | 11.11% | -1.31% | -11.24% | 10.46% | 6.16% | -6.24% | -8.52% |
2021 | -3.51% | 16.34% | 4.88% | 8.42% | 4.42% | 3.18% | 3.48% | -2.68% | 0.95% | 3.99% | -12.36% | 7.42% | 36.88% |
2020 | 4.68% | -15.35% | -22.12% | 7.18% | 4.19% | 0.14% | -1.53% | 8.86% | -1.32% | -8.61% | 29.98% | 1.96% | -1.14% |
2019 | 8.18% | 4.91% | 1.45% | 7.63% | -2.15% | 7.61% | 1.07% | -3.22% | -1.74% | -0.47% | 2.42% | 3.64% | 32.52% |
2018 | 0.44% | -1.9% | -4.34% | 6.26% | -0.46% | -0.31% | 1.92% | 6.49% | 0.48% | -3.18% | 9.29% | -15.1% | -2.62% |
2017 | 3.54% | 4.82% | -1.19% | 0.59% | -2.91% | 9.49% | 1.56% | 1.02% | 5.06% | 6% | 2.29% | 1.64% | 36.22% |
2016 | -22.74% | 3.89% | 10.47% | 7.08% | 0.5% | -7.14% | 6.09% | 1.74% | -2.35% | 4.24% | 8.46% | 2.83% | 8.58% |
2015 | -13.02% | 1.12% | -3.93% | -0.86% | 2.93% | -2.14% | -2.14% | 0.87% | -3.38% | -0.8% | -2.21% | -2.92% | -24.21% |
2014 | -6.05% | 7.36% | -1.37% | -2.64% | 4.66% | 3.68% | -6.99% | 1.76% | -2.24% | 3.06% | 2.75% | 0.67% | 3.66% |
2013 | 2.67% | 5.68% | 8.54% | 1.71% | 10.67% | -1.25% | -1.02% | -2.52% | 5.02% | 8.64% | 4.89% | 5.75% | 59.84% |
2012 | 6.69% | 5.48% | 9.4% | 4.42% | -7.27% | 4.26% | -0.52% | 1.02% | -2.47% | -1.22% | -0.13% | 2.83% | 23.58% |
2011 | 1.49% | 0.44% | 3.74% | 9.02% | 5.13% | 0.56% | -3.21% | -0.66% | -9.68% | 13.21% | -5.1% | -1.81% | 11.66% |
2010 | -6.65% | 1.41% | 8.51% | 11.78% | -13.55% | 0.02% | 12.44% | -10.69% | 5.42% | -0.89% | 4.25% | -0.69% | 7.84% |
2009 | -9.03% | -27.91% | 13.02% | 87.51% | -1.47% | -5.77% | 21.9% | 19.38% | 0.77% | 2.77% | 20.06% | -3.13% | 126.15% |
2008 | -5.23% | -13.9% | 3.36% | 10.26% | -3.48% | -18.73% | -1.03% | 6.9% | -10.71% | -21.99% | -15.24% | -20.42% | -63.74% |
2007 | -3.8% | -2.32% | -0.83% | 7.86% | 7.1% | -5.85% | -4.08% | 0.14% | 1.28% | 2.92% | -3.23% | -11.8% | -13.39% |
2006 | 2.16% | 2.73% | -2.47% | 2.63% | 1.02% | -2.1% | -1.91% | 0.92% | 6.74% | 3.36% | 1.57% | 3.32% | 19.08% |
2005 | -5.15% | 1.5% | -4.91% | 2.59% | 2.18% | -0.93% | 3.33% | 0.44% | 3.98% | -0.78% | 3.32% | 0.08% | 5.25% |
2004 | 7.48% | 3.05% | -2.75% | -5.59% | 3.58% | 1.54% | -2.2% | -0.46% | 2.88% | 3.36% | 4.97% | 1.18% | 17.6% |
2003 | 0.51% | -5.49% | -1.04% | 14.2% | 10.04% | 0.36% | 5.9% | 1.99% | 0.02% | 4.38% | -2.6% | 5.73% | 37.68% |
2002 | 0.67% | 1.67% | 12.37% | 0.32% | 3.66% | -14.56% | -2.71% | 2.27% | -13.53% | 16.93% | 7.04% | -8.99% | 0.15% |
2001 | -14.13% | -6.84% | -5.88% | 2.98% | -0.75% | -7.88% | 4.15% | -9.69% | -20.21% | 1.55% | 11.82% | 8.45% | -34.48% |
2000 | -0.75% | -18.55% | 10.99% | 0.55% | 8.36% | -3.47% | 8.92% | 4.11% | 2.94% | -1.11% | -8.44% | 0% | -0.26% |
1999 | 0.59% | 5.47% | 8.72% | 10.99% | -7.36% | 7.68% | 1.25% | 4.36% | -1.82% | 14.26% | -1.88% | 10.03% | 63.41% |
1998 | -6.23% | 7.62% | 1.94% | 11.54% | 0.43% | 11.06% | -2.97% | -29.33% | -0.48% | 13.85% | 13.59% | 2.44% | 15.69% |
1997 | 9.96% | 5.63% | -8.76% | 10.22% | 5.7% | 7.19% | 12.76% | -7.16% | 5.31% | -4.47% | 1.12% | 13.45% | 59.89% |
1996 | 11.78% | -0.27% | 7.63% | -1.33% | -5.67% | -2.46% | -1.47% | 0% | 5.71% | 2.11% | 11.17% | 8.56% | 39.82% |
1995 | 6.78% | 6.75% | 3.72% | 0.29% | 2.16% | -0.7% | 9.92% | 4.87% | 9.91% | -7.97% | 4.62% | -2.65% | 42.82% |
1994 | 6.53% | -10.35% | -5.13% | 7.73% | 6.45% | -6.79% | 3.82% | 6.13% | 8% | 2.41% | -4.05% | 0.35% | 13.65% |
1993 | -5.58% | 5.38% | 11.72% | 3.23% | 2.68% | 12.17% | 1.98% | -0.38% | 10.38% | -9.46% | -2.71% | -1.59% | 28.45% |
1992 | 0.61% | 1.82% | 10.11% | -1.64% | 1.11% | 3.3% | -1.07% | -9.24% | 6% | -2.29% | 7.02% | 8.74% | 25.41% |
1991 | 10.3% | 5.5% | 20.31% | -12.72% | 2.5% | -11.31% | 12.78% | 4.43% | -2.37% | -25.85% | 0% | 9.21% | 3.43% |
1990 | -15.77% | -2.1% | -11.59% | 6.29% | 7.83% | 5.92% | -5.28% | -17.17% | -12.44% | -9.67% | 8.61% | 1.74% | -39.31% |