2019 December USD
1.39%
MTD
3.08%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 1.76 | 1.78 | 3.23 | 1.21 | 1.39 | -0.69 | -1.49 | -1.32 | 0.04 | -1.47 | -2.57 | 1.39 | 3.08% |
| 2018 | 6.42 | 4.64 | 0.98 | 1.04 | -0.81 | -0.96 | 2.57 | 1.72 | 3.65 | 0.72 | 0.05 | -0.13 | 21.48% |
| 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 | 1.39% | 3.08% | 9.5% | 1.61 | 5.94 | 1.00 | 14.09% | -2.57% | 18.13% |
| S&P 500 | 3.01% | 31.47% | 11.7% | 1.09 | 1.28 | 0.07 | 8.01% | -9.03% | 14.93% | S&P/TSX | 0.45% | 22.59% | 8.68% | 0.7 | 0.86 | -0.09 | 8.74% | -6.27% | 7.92% |