Annualised Return | 26.38% |
Realised Volatility | 40.07% |
Downside Volatility | 26.67% |
Max Drawdown | -62.32% |
Winning months | 60.42% |
Sharpe Ratio | 0.66 |
Sortino Ratio | 0.99 |
Calmar Ratio | 0.42 |
Viking Ratio | 0.5 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -4.45% | 19.47% | -5.74% | -1.19% | 9.91% | 11.87% | 5.04% | 8.29% | -0.96% | -0.15% | 47.05% | ||
2023 | 20.63% | 13.53% | 3.57% | -7.71% | 6.05% | 10.48% | 3.57% | -6.84% | -11.16% | -4.39% | 24.22% | 15.14% | 79.78% |
2022 | -18.32% | 13.84% | 6.04% | -19.24% | 14.83% | -14.57% | 21.01% | -2.48% | -19.65% | -6.59% | 12.52% | -7.22% | -27.78% |
2021 | -2.99% | 5.41% | -5.52% | 2.31% | -5.05% | 9.01% | 20.3% | 10.17% | -1.95% | 8.41% | 5.33% | -10.76% | 35.49% |
2020 | -3.85% | -7.32% | 5.89% | 19.38% | 4.92% | 13.24% | 11.82% | 0.8% | 4.86% | 14.3% | 0.11% | 14.62% | 107.49% |
2019 | 8.87% | 5.97% | 1.33% | 14.92% | -25.21% | 16.96% | 9.12% | 1.62% | 3.63% | -3.67% | 7.18% | 11.04% | 54.8% |
2018 | 6.02% | -1.73% | -0.84% | 1.15% | 12.56% | 1.64% | -0.74% | 12.96% | -16.04% | -5.9% | 11.81% | -11.75% | 4.49% |
2017 | 6.48% | 0.84% | 4.92% | -0.65% | 7.32% | -1.63% | 6.14% | -0.98% | 5.36% | 14.19% | -2.73% | -4.89% | 38.23% |
2016 | -1.79% | -5.61% | 8.11% | -1.92% | 9.47% | 0.3% | 6.44% | 5.5% | 5.2% | -2.1% | 4.1% | 0.1% | 30.07% |
2015 | -4.52% | 11.03% | 0.24% | -1.56% | 5.34% | -6.78% | 1.97% | -7% | 6.89% | 21.91% | 9.47% | -6.47% | 29.98% |
2014 | -5.68% | 9.64% | 8.18% | -4.31% | 5.9% | 8.18% | -2.62% | 15.86% | -7.49% | 0.32% | 8.92% | 3.65% | 44.94% |
2013 | 4.67% | 5.45% | -0.89% | -1.03% | 1.87% | -1.87% | 8.59% | 16.96% | -1.11% | 5.15% | 4.9% | 3.77% | 55.57% |
2012 | 8.76% | 13.42% | 5.81% | 5.34% | -9.31% | 5.64% | -2.37% | 11.25% | -8.39% | -1.62% | 8.9% | 10.25% | 54.8% |
2011 | -11.2% | 5.32% | -8.16% | 19.66% | 1.88% | -10.87% | -12.52% | -6.37% | -19.4% | 22.4% | -3.37% | 25.17% | -8.78% |
2010 | -13.98% | -1.5% | 9.8% | 10.54% | -22.15% | -6.93% | -1.34% | -6.87% | -0.49% | -1.59% | 0.37% | 2.42% | -31.08% |
2009 | -3.65% | 6.58% | 19.69% | 19.36% | 11.95% | 8.21% | -0.98% | 1.53% | 4.08% | -14.75% | 7.55% | 11.49% | 90.09% |
2008 | -27.15% | 6.39% | 5.95% | 29.89% | 5.81% | -10.77% | 0.6% | 11.82% | -28.58% | -2.19% | -43.67% | 31.77% | -41.27% |
2007 | 10.8% | 3.09% | 1.65% | 5.74% | 24.05% | 3.13% | -4.18% | 22.49% | 24.02% | -13.66% | -13% | 12.53% | 93.25% |
2006 | 15.14% | -1.22% | 9.33% | -1.99% | -19.81% | -19.25% | -20.03% | -4.23% | 4.41% | 6.13% | 6.07% | 4.32% | -25.88% |
2005 | -20.64% | -13.41% | 38.19% | -8.83% | -7.83% | 19.68% | 3.04% | -12.02% | 5.47% | 51.12% | 3.74% | 12.62% | 61.18% |
2004 | 0.47% | -5.87% | -5.43% |