2019 October CAD
-1.45%
MTD
4.02%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 1.72 | 1.79 | 3.13 | 1.15 | 1.35 | -0.75 | -1.54 | -1.34 | 0.04 | -1.45 | 4.02% | ||
| 2018 | 6.36 | 4.81 | 0.95 | 0.71 | -0.85 | -1.07 | 2.50 | 1.69 | 3.53 | 0.67 | 0.02 | -0.18 | 20.58% |
| 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 | -1.45% | 4.02% | 9.44% | 1.77 | 10.75 | 1.00 | 13.96% | -1.54% | 19.16% |
| S&P 500 | 2.17% | 23.16% | 11.88% | 1.01 | 1.2 | 0.1 | 8.01% | -9.03% | 13.41% | S&P/TSX | -0.86% | 18.05% | 8.77% | 0.66 | 0.82 | -0.05 | 8.74% | -6.27% | 7.07% |