Horizon Defined Risk Fund
Provider: Exchange
| Annualised Return | 6.92% |
| Realised Volatility | 8.59% |
| Downside Volatility | 6.18% |
| Max Drawdown | -12.97% |
| Winning months | 70.24% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 1.12 |
| Calmar Ratio | 0.53 |
| Viking Ratio | 0.47 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.07% | 2.08% | 1.3% | -0.88% | 2.7% | 1.61% | 0.58% | 2.1% | 1.56% | 0% | 3.08% | 0.65% | 16.97% |
| 2023 | 3.67% | -1.02% | 1.55% | 1.28% | 0.52% | 2.58% | 0.96% | 0.47% | -1.91% | -0.35% | 4.17% | 2.29% | 14.97% |
| 2022 | -3.05% | -3.57% | 1.82% | -4.94% | 0.86% | -3.48% | 4.09% | -0.92% | -4.19% | 4.35% | 3.09% | -2.81% | -9.01% |
| 2021 | -0.62% | 1.06% | 0.28% | 2.36% | 0.17% | 1.81% | 1.61% | 1.62% | -2.34% | 4.01% | -0.34% | 2.89% | 13.07% |
| 2020 | -0.25% | -6.14% | -6.15% | 5.61% | 2.16% | 0.54% | 3.41% | 2.91% | -0.52% | -1.8% | 5.79% | 2.25% | 7.2% |
| 2019 | 2.84% | 1.29% | 1.21% | 1.89% | -2.99% | 3.51% | 1.19% | -1.06% | 0.75% | 1.38% | 1.59% | 1.05% | 13.24% |
| 2018 | 2.2% | -1.71% | -2.34% | 0.21% | 1.12% | 0.46% | 2.23% | 1.85% | 0.56% | -2.98% | 0.68% | -4.81% | -2.77% |