2021 August CAD
1.51%
MTD
18.22%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 3.40 | 3.99 | 3.75 | 1.27 | 1.30 | 1.54 | 0.22 | 1.51 | 18.22% | ||||
| 2020 | 0.41 | -.20 | -1.91 | .74 | 1.66 | 2.25 | 1.26 | 3.13 | 1.10 | 0.57 | 2.04 | 3.15 | 15.02% |
| 2019 | 1.72 | 1.79 | 3.13 | 1.15 | 1.35 | -0.75 | -1.54 | -1.34 | 0.04 | -1.45 | -2.57 | 1.39 | 2.76% |
| 2018 | 6.36 | 4.81 | 0.95 | 0.71 | -0.85 | -1.07 | 2.50 | 1.69 | 3.53 | 0.67 | 0.02 | -0.18 | 20.58% |
| 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 | 1.51% | 18.22% | 8.21% | 2.07 | 6.9 | 1.00 | 13.96% | -2.57% | 18.56% |
| S&P 500 | 3.04% | 21.57% | 14.96% | 1.16 | 1.37 | 0.11 | 12.82% | -12.35% | 18.01% | S&P/TSX | 1.63% | 20.17% | 13.54% | 0.77 | 0.72 | 0.08 | 10.79% | -17.38% | 10.39% |