2018 October USD

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0.72% MTD
21.57% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20186.424.640.981.04-0.81-0.962.571.723.650.7221.57%
20170.34-0.010.390.251.361.441.850.093.453.5514.091.9531.87%
20161.323.271.50-0.785.37%

Risk vs. Return Comparisons Across Indexes

Month Return YTD Return Volatility Sharpe Sortino Beta Best Month Worst Month Annualized
Caravel0.72%21.57%10.45%2.0914.721.0014.09%-0.96%27.38%
S&P 500-6.84%3.00%9.03%1.051.240.215.72%-6.84%12.99%
S&P/TSX-6.27%-4.99%6.89%0.20.2-0.193.12%-6.27%4.35%

Growth of $1000 since inception