C8 US Equities - Value
Provider: C8 Studio
| Annualised Return | 10.29% |
| Realised Volatility | 19.32% |
| Downside Volatility | 12.75% |
| Max Drawdown | -33.25% |
| Winning months | 59.15% |
| Sharpe Ratio | 0.53 |
| Sortino Ratio | 0.81 |
| Calmar Ratio | 0.31 |
| Viking Ratio | 0.21 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.26% | 1.15% | -3.04% | -4.81% | 3.85% | 5.6% | 0.58% | 6.13% | -0.22% | -0.69% | 13.99% | ||
| 2024 | 1.72% | 2.6% | 8.46% | -3.98% | 3.14% | -1.09% | 5.5% | 0.68% | -0.53% | 0.95% | 8.88% | -9.33% | 16.75% |
| 2023 | 7.7% | -3.63% | -8.85% | 1.2% | -6.68% | 6.63% | 5.87% | -5.92% | -2.73% | -3.5% | 10.83% | 9.58% | 8.17% |
| 2022 | 1.78% | -2.42% | -0.94% | -6.72% | 5.11% | -10.36% | 4.98% | -1.8% | -9.27% | 12.73% | 7.57% | -6.51% | -8.3% |
| 2021 | 1.65% | 11.01% | 8.25% | 3.64% | 5.1% | -4.44% | -2.29% | 4.34% | -1.48% | 4.51% | -5.6% | 4.61% | 31.8% |
| 2020 | -5.24% | -11.5% | -20.41% | 11.98% | 2.49% | 0.54% | 0.73% | 2.93% | -3.74% | 0.32% | 20.29% | 7.92% | 0.1% |
| 2019 | 10.5% | 2.24% | -2.57% | 7.26% | -9.49% | 7.53% | 2.81% | -5.21% | 6.04% | 2.92% | 4.28% | 3.22% | 31.56% |
| 2018 | 5.63% | -3.69% | -3.59% | -0.31% | -0.11% | -1.93% | 4.67% | 0.23% | -2.45% | -4.5% | 1.57% | -11.56% | -15.9% |
| 2017 | 0.02% | 4.74% | -3.12% | -0.89% | -1.87% | 4.83% | 1.65% | -2.04% | 5.28% | 2.24% | 3.5% | 1.94% | 17.01% |
| 2016 | -7.03% | -2.04% | 6.61% | 3.55% | 1.11% | -1.98% | 2.87% | 2.88% | -1.06% | 2.3% | 11.81% | 5.27% | 25.61% |
| 2015 | -6.4% | 5.66% | -1.73% | 2.15% | 1.05% | -0.94% | -0.17% | -6.03% | -2.7% | 7.62% | 1.91% | -2.51% | -3.02% |
| 2014 | -5.07% | 3% | 4.19% | 0.52% | 1.24% | 3.45% | -1.87% | 3.38% | -2.04% | 1.39% | 0.15% | 1.78% | 10.14% |