2020 March USD

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-1.91% MTD
-1.70% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20200.41-.20-1.91-1.70%
20191.761.783.231.211.39-0.69-1.49-1.320.04-1.47-2.571.393.08%
20186.424.640.981.04-0.81-0.962.571.723.650.720.05-0.1321.48%
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-1.91%-1.70%9.37%1.585.611.0014.09%-2.57%16.2%
S&P 500-12.35%-19.60%14.2%0.510.530.138.01%-12.35%7.09%
S&P/TSX-17.38%-20.90%13.11%0.060.050.078.74%-17.38%0.61%

Growth of $1000 since inception