C8 Systematic Equity - US Quality
Provider: C8
| Annualised Return | 14.11% |
| Realised Volatility | 13.8% |
| Downside Volatility | 8.79% |
| Max Drawdown | -22.16% |
| Winning months | 68.18% |
| Sharpe Ratio | 1.02 |
| Sortino Ratio | 1.61 |
| Calmar Ratio | 0.64 |
| Viking Ratio | 0.39 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0% | 0% | |||||||||||
| 2025 | 3.03% | 1.11% | -4.75% | -4.06% | 5.84% | 5.94% | 2.42% | 1.95% | 1.43% | 3.11% | 2.26% | 0.39% | 19.68% |
| 2024 | 1.44% | 5.42% | 3.68% | -4.38% | 2.26% | 2.66% | 0.87% | 3.59% | 1.03% | -1.66% | 3.83% | -3.58% | 15.68% |
| 2023 | 4.97% | -2.81% | 4.62% | 2.04% | -3.31% | 7.14% | 2.08% | -0.89% | -4.68% | -3.74% | 6.47% | 5.01% | 17.09% |
| 2022 | -4.81% | -3.04% | 3.38% | -6.38% | -0.32% | -6.22% | 7.82% | -4.01% | -9.93% | 11.25% | 7.84% | -4.91% | -11.21% |
| 2021 | 0.18% | 1.11% | 5.1% | 3.86% | 1.38% | 2.5% | 2.46% | 1.35% | -4.9% | 7.72% | -0.56% | 7.27% | 30.4% |
| 2020 | -0.18% | -7.69% | -9.33% | 10.25% | 5.05% | 0.9% | 4.58% | 9.04% | -1.21% | -2.19% | 11.98% | 2.69% | 23.7% |
| 2019 | 6.01% | 4.17% | 1.91% | 2.38% | -5.52% | 6.96% | 1.79% | -0.13% | 1.06% | 1.57% | 3.75% | 3.59% | 30.59% |
| 2018 | 5.61% | -4.21% | -2.07% | -0.13% | 2.53% | 1.77% | 4.77% | 3.54% | 2.42% | -6.49% | 3.17% | -8.48% | 1.28% |
| 2017 | 2.39% | 3.71% | 0.86% | 1.41% | 0.48% | 0.45% | 1.67% | 0.3% | 2.16% | 1.89% | 5.02% | 2.28% | 25% |
| 2016 | -4.09% | 0.83% | 5.21% | 0.95% | 0.11% | 0.53% | 3.09% | -0.9% | -0.72% | -1.15% | 3.19% | 1.21% | 8.24% |
| 2015 | -2.81% | 5.46% | -1.4% | 1.38% | 0.2% | -1.28% | 2.66% | -7.18% | -2.55% | 9.14% | -0.82% | -2.36% | -0.55% |
| 2014 | -3.84% | 4.33% | 0.58% | 0.2% | 2.8% | 2.08% | -1.46% | 3.9% | -1.88% | 2.62% | 3.53% | -0.85% | 12.27% |
| 2013 | 0% | 0% | -0.02% | 5.72% | -2.04% | 4.67% | 4.21% | 1.92% | 1.9% | 17.29% |