2018 September CAD
3.53%
MTD
19.97%
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 | 19.97% | |||
| 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 | 3.53% | 19.97% | 10.58% | 2.16 | 48.34 | 1.00 | 13.96% | -1.07% | 27.77% |
| S&P 500 | 0.57% | 10.56% | 7.25% | 1.94 | 4.3 | 0.22 | 5.72% | -3.69% | 17.47% | S&P/TSX | -0.89% | 1.34% | 5.15% | 1.02 | 1.64 | -0.54 | 3.12% | -3.02% | 7.83% |