2018 January USD
6.42%
MTD
6.42%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.42 | 6.42% | |||||||||||
| 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 | 6.42% | 6.42% | 12.08% | 2.14 | 13.72 | 1.00 | 14.09% | -0.78% | 31.81% |
| S&P 500 | 5.72% | 5.72% | 6.1% | 2.98 | INF | 0.62 | 5.72% | -1.82% | 22.39% | S&P/TSX | -1.40% | -1.40% | 4.36% | 1.5 | 3.04 | -0.28 | 3.06% | -1.4% | 9.4% |