Risk vs. Return Comparisons Across Indexes

Month Return YTD Return 1-Year 3-Year 5-Year Since Inception
Annualized
Since Inception
Cumulative
Caravel-3.42%-3.42%-11.67%10.24%9.39%13.98%131.50%
S&P 5006.28%6.28%-8.24%9.87%9.62%12.32%110.76%
S&P/TSX7.41%7.41%1.69%9.65%8.77%8.91%72.91%
Volatility Sharpe Sortino Beta Best Month Worst Month
Caravel 8.79% 1.52 1.92 1.0013.96%-8.49%
S&P 50016.66% 0.60 0.86 0.112.82%-12.35%
S&P/TSX13.72% 0.48 0.50 0.0710.79%-17.38%

Growth of $1000 since inception

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
2023-3.42-3.42%
20221.151.02.93.10-1.61.82-1.61-0.33-8.490.06-.090.68-7.5%
20213.403.993.751.271.301.540.221.514.893.700.501.2030.78%
20200.41-.20-1.91.741.662.251.263.131.100.572.043.1515.02%
20191.721.793.131.151.35-0.75-1.54-1.340.04-1.45-2.571.392.76%
20186.364.810.950.71-0.85-1.072.501.693.530.670.02-0.1820.58%
20170.270.050.350.251.391.451.770.123.273.6113.961.9631.51%
20161.593.301.53-0.825.67%