| Annualised Return | 9.51% |
| Realised Volatility | 15% |
| Downside Volatility | 11.21% |
| Max Drawdown | -27.6% |
| Winning months | 67.23% |
| Sharpe Ratio | 0.63 |
| Sortino Ratio | 0.85 |
| Calmar Ratio | 0.34 |
| Viking Ratio | 0.44 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.85% | 4.18% | 2.47% | -0.57% | 2.39% | 1.72% | 0.33% | 5.39% | -0.61% | 0.61% | 3.99% | 0.07% | 25.1% |
| 2024 | -1.75% | 0.09% | 3.99% | -1.73% | 3.55% | -2.47% | 4.24% | 3.47% | 1.21% | -3.43% | 0.6% | -3.82% | 3.52% |
| 2023 | 6.49% | -2.96% | 3.03% | 1.96% | -6.79% | 5.54% | 4.86% | -2.88% | -1.32% | -3.01% | 5.32% | 3.95% | 13.95% |
| 2022 | 4.64% | 0.49% | 2.14% | -2.24% | 5.09% | -9.8% | 1.75% | -4.95% | -8.74% | 7.96% | 12.71% | -1.32% | 5.49% |
| 2021 | 0.42% | 2.24% | 5.07% | 1.4% | 2.81% | -1.03% | 0.06% | 0.29% | -3.49% | 0.77% | -1.91% | 7.55% | 14.58% |
| 2020 | -4.55% | -9.43% | -16.25% | 9% | 2.26% | 1.12% | 0.18% | 3.7% | -4.27% | -3.71% | 16.57% | 5.03% | -4.33% |
| 2019 | 7.56% | 2.01% | 0.75% | 2.33% | -7.4% | 6.48% | -1.61% | -3.46% | 3.86% | 2.16% | 1.74% | 3.02% | 17.81% |
| 2018 | 4.03% | -4.88% | -1.24% | 0.72% | 0.06% | -0.21% | 3.05% | -1.78% | 1.77% | -5.35% | 1.4% | -5.3% | -7.99% |
| 2017 | 2.12% | 2.81% | 1.92% | 0.48% | 3.22% | -0.28% | 2.13% | 0.42% | 1.71% | 0.18% | 2.42% | 1.91% | 20.71% |
| 2016 | 0.76% | 8.17% | 1.72% | -1.9% | 0.75% | 4.1% | -0.91% | 1.13% | -3.91% | -0.67% | 1.83% | 11.09% |
