Risk vs. Return Comparisons Across Indexes
| Month Return | YTD Return | 1-Year | 3-Year | 5-Year | Cumulative Since Inception |
|
|---|---|---|---|---|---|---|
| Caravel | 4.15% | 11.53% | 15.33% | 1.75% | 9.01% | 168.15% |
| S&P 500 | -0.92% | 20.96% | 37.99% | 9.06% | 15.25% | 202.85% |
| S&P/TSX | 0.85% | 18.23% | 32.06% | 8.13% | 11.39% | 112.84% |
| Benchmark | -0.04% | 19.60% | 35.03% | 8.60% | 13.32% | 157.85% |
| Volatility | Sharpe | Sortino | Beta | Best Month | Worst Month | |
|---|---|---|---|---|---|---|
| Caravel | 8.68% | 1.22 | 1.66 | 1.00 | 13.96% | -8.49% |
| S&P 500 | 16.33% | 0.72 | 1.04 | 0.11 | 12.82% | -12.35% | S&P/TSX | 13.75% | 0.52 | 0.58 | 0.09 | 10.79% | -17.38% | Benchmark | 15.04% | 0.62 | 0.81 | 0.1 | 11.81% | -14.87% |
Growth of $1000 since inception
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.74 | -1.70 | -1.26 | 0.93 | 0.24 | 0.26 | 2.57 | 2.36 | 1.82 | 4.15 | 11.53% | ||
| 2023 | -3.42 | -.95 | -0.11 | -0.07 | -3.19 | 2.22 | 1.57 | -0.22 | 2.06 | -0.76 | 2.21 | 1.18 | 0.32% |
| 2022 | 1.15 | 1.02 | .93 | .10 | -1.61 | .82 | -1.61 | -0.33 | -8.49 | 0.06 | -.09 | 0.68 | -7.5% |
| 2021 | 3.40 | 3.99 | 3.75 | 1.27 | 1.30 | 1.54 | 0.22 | 1.51 | 4.89 | 3.70 | 0.50 | 1.20 | 30.78% |
| 2020 | 0.41 | -.20 | -1.91 | .74 | 1.66 | 2.25 | 1.26 | 3.13 | 1.10 | 0.57 | 2.04 | 3.15 | 15.02% |
| 2019 | 1.72 | 1.79 | 3.13 | 1.15 | 1.35 | -0.75 | -1.54 | -1.34 | 0.04 | -1.45 | -2.57 | 1.39 | 2.76% |
| 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% |