2018 July CAD
2.50%
MTD
13.95%
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 | 13.95% | |||||
| 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 | 2.50% | 13.95% | 10.99% | 2.04 | 47.48 | 1.00 | 13.96% | -1.07% | 27.06% |
| S&P 500 | 3.72% | 6.46% | 7.42% | 1.83 | 4.16 | 0.25 | 5.72% | -3.69% | 16.81% | S&P/TSX | 1.15% | 3.11% | 5.12% | 1.35 | 1.84 | -0.55 | 3.12% | -3.02% | 9.51% |