2018 September USD
3.65%
MTD
20.70%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.42 | 4.64 | 0.98 | 1.04 | -0.81 | -0.96 | 2.57 | 1.72 | 3.65 | 20.70% | |||
| 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 | 3.65% | 20.70% | 10.62% | 2.12 | 15.22 | 1.00 | 14.09% | -0.96% | 28.18% |
| S&P 500 | 0.57% | 10.56% | 7.25% | 1.85 | 4.1 | 0.23 | 5.72% | -3.69% | 17.47% | S&P/TSX | -0.89% | 1.34% | 5.15% | 0.9 | 1.44 | -0.52 | 3.12% | -3.02% | 7.83% |