C8 US Equities - Value
Provider: C8 Studio
| Annualised Return | 10.25% |
| Realised Volatility | 19.78% |
| Downside Volatility | 13.03% |
| Max Drawdown | -33.57% |
| Winning months | 58.65% |
| Sharpe Ratio | 0.52 |
| Sortino Ratio | 0.79 |
| Calmar Ratio | 0.31 |
| Viking Ratio | 0.22 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.58% | 0.58% | |||||||||||
| 2024 | 1.84% | 2.51% | 8.72% | -3.93% | 2.73% | -1.1% | 5.49% | 0.68% | -0.52% | 0.94% | 8.87% | -9.33% | 16.61% |
| 2023 | 7.7% | -3.93% | -7.38% | 1.2% | -6.68% | 6.63% | 5.95% | -6.2% | -2.37% | -3.42% | 10.78% | 9.51% | 9.7% |
| 2022 | 1.76% | -2.43% | -0.95% | -6.72% | 5.11% | -10.35% | 5.68% | -1.37% | -9.49% | 12.7% | 7.57% | -6.49% | -7.55% |
| 2021 | 1.84% | 11.69% | 7.96% | 3.67% | 5.04% | -4.46% | -2.36% | 4.34% | -1.45% | 4.38% | -5.56% | 4.62% | 32.29% |
| 2020 | -5.46% | -11.5% | -20.6% | 12.01% | 2.61% | 0.82% | 0.67% | 2.98% | -3.74% | 0.65% | 20.9% | 8.13% | 1.07% |
| 2019 | 10.8% | 2.37% | -2.48% | 7.14% | -9.26% | 7.42% | 2.74% | -5.37% | 6.05% | 2.78% | 4.37% | 3.12% | 31.75% |
| 2018 | 5.16% | -3.79% | -3.45% | -0.07% | -0.08% | -1.79% | 4.59% | 0.43% | -2.41% | -4.23% | 1.61% | -11.57% | -15.52% |
| 2017 | 0.23% | 4.66% | -2.97% | -0.94% | -2.17% | 5.23% | 1.64% | -2.17% | 5.32% | 2.14% | 3.68% | 1.95% | 17.35% |
| 2016 | -6.94% | -1.74% | 6.84% | 3.7% | 1.03% | -2.16% | 3.06% | 2.73% | -1.04% | 2.26% | 12.28% | 5.21% | 26.75% |
| 2015 | -6.6% | 5.7% | -1.55% | 2.2% | 1.06% | -0.8% | -0.15% | -6.06% | -2.7% | 7.8% | 1.97% | -2.6% | -2.68% |
| 2014 | -5.27% | 3.06% | 4.26% | 0.5% | 0.98% | 3.17% | -1.88% | 3.34% | -1.93% | 1.22% | -0.06% | 1.69% | 9.03% |