2018 May USD

Back to archives

-0.81% MTD
12.70% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20186.424.640.981.04-0.8112.70%
20170.34-0.010.390.251.361.441.850.093.453.5514.091.9531.87%
20161.323.271.50-0.785.37%

Risk vs. Return Comparisons Across Indexes

Month Return YTD Return Volatility Sharpe Sortino Beta Best Month Worst Month Annualized
Caravel-0.81%12.70%11.31%2.0915.031.0014.09%-0.81%29.21%
S&P 5002.41%2.02%7.53%1.63.690.255.72%-3.69%15.67%
S&P/TSX3.12%0.25%5.31%1.061.5-0.483.12%-3.02%7.94%

Growth of $1000 since inception