2018 February CAD
4.81%
MTD
11.48%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.36 | 4.81 | 11.48% | ||||||||||
| 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% |
Risk vs. Return Comparisons Across Indexes
| Month Return | YTD Return | Volatility | Sharpe | Sortino | Beta | Best Month | Worst Month | Annualized | |
|---|---|---|---|---|---|---|---|---|---|
| Caravel | 4.81% | 11.48% | 11.77% | 2.37 | INF | 1.00 | 13.96% | -0.82% | 33.83% |
| S&P 500 | -3.69% | 1.83% | 7.4% | 2.03 | 3.28 | 0.24 | 5.72% | -3.69% | 18.1% | S&P/TSX | -3.02% | -4.37% | 5.24% | 0.86 | 1.18 | -0.39 | 3.06% | -3.02% | 6.75% |