2018 November CAD
0.02%
MTD
20.80%
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 | 2.50 | 1.69 | 3.53 | 0.67 | 0.02 | 20.80% | |
| 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 | 0.02% | 20.80% | 10.3% | 2.08 | 45.37 | 1.00 | 13.96% | -1.07% | 25.86% |
| S&P 500 | 2.04% | 5.10% | 8.88% | 1.22 | 1.41 | 0.19 | 5.72% | -6.84% | 13.49% | S&P/TSX | 1.39% | -3.67% | 6.79% | 0.39 | 0.4 | -0.21 | 3.12% | -6.27% | 4.82% |