Tematica Select Core Holdings Model
Provider: Tematica
| Annualised Return | 11.51% |
| Realised Volatility | 12.53% |
| Downside Volatility | 6.11% |
| Max Drawdown | -15.79% |
| Winning months | 54.1% |
| Sharpe Ratio | 0.92 |
| Sortino Ratio | 1.88 |
| Calmar Ratio | 0.73 |
| Viking Ratio | 0.41 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.42% | 3.42% | |||||||||||
| 2025 | 4.66% | 4.16% | -4.29% | -0.1% | 2.36% | -1.69% | 0.51% | 3.38% | -0.11% | 0.2% | 2.27% | -0.66% | 10.83% |
| 2024 | 2.92% | 3% | 1.25% | -2.74% | 3.11% | -0.18% | 2.34% | 6.19% | -0.13% | -0.25% | 6.2% | -4.21% | 18.34% |
| 2023 | 1.42% | -2.31% | 2.25% | 4.16% | -3.9% | 5.61% | 2.23% | -2.36% | -3.39% | -1.02% | 4.95% | 3.33% | 10.86% |
| 2022 | -2.62% | -3.62% | 3.6% | -1.24% | -3.54% | -3.95% | 4.67% | -3.13% | -6.66% | 11.31% | 5.38% | -4.47% | -5.64% |
| 2021 | -4.41% | -0.25% | 5.68% | 3.01% | 1.64% | -0.22% | 4.06% | 0.77% | -2.32% | 3.37% | -1.92% | 7.21% | 17.21% |