| Annualised Return | 7.08% |
| Realised Volatility | 16.85% |
| Downside Volatility | 12.41% |
| Max Drawdown | -30.06% |
| Winning months | 62.24% |
| Sharpe Ratio | 0.42 |
| Sortino Ratio | 0.57 |
| Calmar Ratio | 0.24 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.96% | 3.98% | 0.27% | 1.71% | 5.18% | 1.85% | -0.13% | 4.09% | 1.48% | 1.45% | 1.01% | -0.36% | 28.42% |
| 2024 | -1.79% | 1.32% | 4.44% | 1.11% | 4.39% | -2.4% | 4.87% | 3.16% | 0.38% | -4.65% | 1.58% | -3.39% | 8.77% |
| 2023 | 6.64% | -0.98% | 0.21% | 5.27% | -5.67% | 3.53% | 3.3% | -3.69% | -1.56% | -3.81% | 6.63% | 4.64% | 14.33% |
| 2022 | 1.61% | -1.63% | -0.32% | -4.5% | 2.77% | -8.28% | 3.72% | -6.23% | -9.73% | 7.28% | 12.84% | -1.4% | -6% |
| 2021 | -0.31% | 4.09% | 3.11% | 3.73% | 3.95% | -2.32% | 0.77% | 1.17% | -2.82% | 4.24% | -5.16% | 6.14% | 17.14% |
| 2020 | -4.01% | -10.54% | -18.56% | 6.65% | 2.16% | 1.57% | 1.14% | 3.49% | -4.85% | -4.18% | 16.23% | 5.46% | -9.47% |
| 2019 | 7.68% | 3.41% | 1.21% | 2.68% | -6.38% | 4.86% | -2.39% | -3.75% | 4.24% | 3.55% | 1.6% | 5.3% | 23.23% |
| 2018 | 3.16% | -6.65% | 0.48% | 4.22% | -0.02% | -1.29% | 0.54% | -4.24% | 1.38% | -6.78% | -1.81% | -4.21% | -14.83% |
| 2017 | 0.36% | 4.62% | 5% |
