2018 December USD
-0.13%
MTD
21.48%
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 | -0.81 | -0.96 | 2.57 | 1.72 | 3.65 | 0.72 | 0.05 | -0.13 | 21.48% |
| 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 | -0.13% | 21.48% | 10.23% | 2 | 13.57 | 1.00 | 14.09% | -0.96% | 25.15% |
| S&P 500 | -9.03% | -4.39% | 10.95% | 0.56 | 0.58 | 0.2 | 5.72% | -9.03% | 8.49% | S&P/TSX | -5.41% | -8.88% | 7.68% | -0.03 | -0.03 | -0.07 | 3.12% | -6.27% | 2.18% |