2018 March CAD
0.95%
MTD
12.53%
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 | 12.53% | |||||||||
| 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 | 0.95% | 12.53% | 11.51% | 2.35 | INF | 1.00 | 13.96% | -0.82% | 32.58% |
| S&P 500 | -2.54% | -0.76% | 7.85% | 1.61 | 3.87 | 0.26 | 5.72% | -3.69% | 17.07% | S&P/TSX | -0.16% | -4.52% | 5.12% | 0.81 | 1.11 | -0.36 | 3.06% | -3.02% | 6.39% |