2019 August CAD

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-1.34% MTD
5.51% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20191.721.793.131.151.35-0.75-1.54-1.345.51%
20186.364.810.950.71-0.85-1.072.501.693.530.670.02-0.1820.58%
20170.270.050.350.251.391.451.770.123.273.6113.961.9631.51%
20161.593.301.53-0.825.67%

Risk vs. Return Comparisons Across Indexes

Month Return YTD Return Volatility Sharpe Sortino Beta Best Month Worst Month Annualized
Caravel-1.34%5.51%9.5%1.9412.011.0013.96%-1.54%20.9%
S&P 500-1.58%18.34%12.19%0.951.160.118.01%-9.03%10.23%
S&P/TSX0.43%17.10%8.96%0.690.85-0.068.74%-6.27%6.02%

Growth of $1000 since inception