2018 February USD
4.64%
MTD
11.36%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.42 | 4.64 | 11.36% | ||||||||||
| 2017 | 0.34 | -0.01 | 0.39 | 0.25 | 1.36 | 1.44 | 1.85 | 0.09 | 3.45 | 3.55 | 14.09 | 1.95 | 31.87% |
| 2016 | 1.32 | 3.27 | 1.50 | -0.78 | 5.37% |
Risk vs. Return Comparisons Across Indexes
| Month Return | YTD Return | Volatility | Sharpe | Sortino | Beta | Best Month | Worst Month | Annualized | |
|---|---|---|---|---|---|---|---|---|---|
| Caravel | 4.64% | 11.36% | 11.87% | 2.29 | 14.43 | 1.00 | 14.09% | -0.78% | 33.78% |
| S&P 500 | -3.69% | 1.83% | 7.4% | 1.95 | 3.14 | 0.26 | 5.72% | -3.69% | 18.1% | S&P/TSX | -3.02% | -4.37% | 5.24% | 0.74 | 1.02 | -0.38 | 3.06% | -3.02% | 6.75% |