2018 June CAD
-1.07%
MTD
11.17%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.36 | 4.81 | 0.95 | 0.71 | -0.85 | -1.07 | 11.17% | ||||||
| 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 | -1.07% | 11.17% | 11.25% | 1.99 | 47.28 | 1.00 | 13.96% | -1.07% | 26.74% |
| Benchmark | 1.155% | 2.3% | 6.3% | 1.84 | 2.81 | -0.56 | 4.42% | -3.355% | 8.91% |