2018 December CAD
-0.18%
MTD
20.58%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.36 | 4.81 | 0.95 | 0.71 | -0.85 | -1.07 | 2.50 | 1.69 | 3.53 | 0.67 | 0.02 | -0.18 | 20.58% |
| 2017 | 0.27 | 0.05 | 0.35 | 0.25 | 1.39 | 1.45 | 1.77 | 0.12 | 3.27 | 3.61 | 13.96 | 1.96 | 31.51% |
| 2016 | 1.59 | 3.30 | 1.53 | -0.82 | 5.67% |
Risk vs. Return Comparisons Across Indexes
| Month Return | YTD Return | Volatility | Sharpe | Sortino | Beta | Best Month | Worst Month | Annualized | |
|---|---|---|---|---|---|---|---|---|---|
| Caravel | -0.18% | 20.58% | 10.2% | 2.04 | 15.69 | 1.00 | 13.96% | -1.07% | 24.73% |
| S&P 500 | -9.03% | -4.39% | 10.95% | 0.62 | 0.64 | 0.2 | 5.72% | -9.03% | 8.49% | S&P/TSX | -5.41% | -8.88% | 7.68% | 0.06 | 0.06 | -0.07 | 3.12% | -6.27% | 2.18% |