2018 January CAD
6.36%
MTD
6.30%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.36 | 6.30% | |||||||||||
| 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 | 6.36% | 6.30% | 11.96% | 2.19 | INF | 1.00 | 13.96% | -0.82% | 31.76% |
| S&P 500 | 5.72% | 5.72% | 6.1% | 3.05 | INF | 0.6 | 5.72% | -1.82% | 22.39% | S&P/TSX | -1.40% | -1.40% | 4.36% | 1.6 | 3.23 | -0.28 | 3.06% | -1.4% | 9.4% |