2018 October CAD
0.67%
MTD
20.78%
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 | 20.78% | ||
| 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 | 0.67% | 20.78% | 10.41% | 2.13 | 46.8 | 1.00 | 13.96% | -1.07% | 26.96% |
| S&P 500 | -6.84% | 3.00% | 9.03% | 1.13 | 1.33 | 0.2 | 5.72% | -6.84% | 12.99% | S&P/TSX | -6.27% | -4.99% | 6.89% | 0.29 | 0.3 | -0.19 | 3.12% | -6.27% | 4.35% |