2018 March USD
0.98%
MTD
12.45%
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 | 12.45% | |||||||||
| 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 | 0.98% | 12.45% | 11.6% | 2.27 | 13.98 | 1.00 | 14.09% | -0.78% | 32.57% |
| S&P 500 | -2.54% | -0.76% | 7.85% | 1.53 | 3.67 | 0.28 | 5.72% | -3.69% | 17.07% | S&P/TSX | -0.16% | -4.52% | 5.12% | 0.69 | 0.94 | -0.35 | 3.06% | -3.02% | 6.39% |