Risk vs. Return Comparisons Across Indexes
| Month Return | YTD Return | 1-Year | 3-Year | 5-Year | Annualized Since Inception |
Cumulative Since Inception |
|
|---|---|---|---|---|---|---|---|
| Caravel | -.22% | -4.23% | -11.78% | 7.46% | 7.36% | 12.60% | 129.55% |
| S&P 500 | -1.59% | 18.72% | 15.91% | 10.50% | 11.10% | 13.01% | 135.41% |
| S&P/TSX | -37.37% | 7.01% | 8.63% | 10.46% | 7.85% | 8.08% | 72.26% |
| 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% | -37.37% |
Growth of $1000 since inception
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -3.42 | -.95 | -0.11 | -0.07 | -3.19 | 2.22 | 1.57 | -.22 | -4.23% | ||||
| 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% |