2020 December USD
3.15%
MTD
15.00%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.41 | -.20 | -1.91 | .74 | 1.66 | 2.24 | 1.25 | 3.10 | 1.11 | 0.58 | 2.04 | 3.15 | 15.00% |
| 2019 | 1.76 | 1.78 | 3.23 | 1.21 | 1.39 | -0.69 | -1.49 | -1.32 | 0.04 | -1.47 | -2.57 | 1.39 | 3.08% |
| 2018 | 6.42 | 4.64 | 0.98 | 1.04 | -0.81 | -0.96 | 2.57 | 1.72 | 3.65 | 0.72 | 0.05 | -0.13 | 21.48% |
| 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 | 3.15% | 15.00% | 8.62% | 1.9 | 6.19 | 1.00 | 14.09% | -2.57% | 17.4% |
| S&P 500 | 3.8411% | 18.39% | 15.82% | 1 | 1.25 | 0.11 | 12.82% | -12.35% | 15.72% | S&P/TSX | 1.72% | 5.60% | 14.27% | 0.57 | 0.55 | 0.06 | 10.79% | -17.38% | 7.43% |