2018 April USD
1.04%
MTD
13.62%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.42 | 4.64 | 0.98 | 1.04 | 13.62% | ||||||||
| 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 | 1.04% | 13.62% | 11.34% | 2.23 | 13.43 | 1.00 | 14.09% | -0.78% | 31.52% |
| S&P 500 | 0.38% | -0.38% | 7.67% | 1.47 | 3.45 | 0.29 | 5.72% | -3.69% | 14.69% | S&P/TSX | 1.82% | -2.78% | 5.09% | 0.8 | 1.09 | -0.37 | 3.06% | -3.02% | 7.15% |