Risk vs. Return Comparisons Across Indexes

Month Return YTD Return 1-Year 3-Year 5-Year Annualized
Since Inception
Cumulative
Since Inception
Caravel0.24%-0.09%8.42%1.97%5.56%11.97%140.23%
S&P 5004.96%11.30%24.79%9.54%15.78%14.14%178.65%
S&P/TSX2.77%7.58%16.21%6.86%9.97%8.76%91.67%
Volatility Sharpe Sortino Beta Best Month Worst Month
Caravel 8.68% 1.22 1.66 1.0013.96%-8.49%
S&P 50016.33% 0.72 1.04 0.1112.82%-12.35%
S&P/TSX13.75% 0.52 0.58 0.0910.79%-17.38%

Growth of $1000 since inception

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20241.74-1.70-1.260.930.24-0.09%
2023-3.42-.95-0.11-0.07-3.192.221.57-0.222.06-0.762.211.180.32%
20221.151.02.93.10-1.61.82-1.61-0.33-8.490.06-.090.68-7.5%
20213.403.993.751.271.301.540.221.514.893.700.501.2030.78%
20200.41-.20-1.91.741.662.251.263.131.100.572.043.1515.02%
20191.721.793.131.151.35-0.75-1.54-1.340.04-1.45-2.571.392.76%
20186.364.810.950.71-0.85-1.072.501.693.530.670.02-0.1820.58%
20170.270.050.350.251.391.451.770.123.273.6113.961.9631.51%
20161.593.301.53-0.825.67%