2019 December CAD

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1.39% MTD
2.76% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20191.721.793.131.151.35-0.75-1.54-1.340.04-1.45-2.571.392.76%
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
Caravel1.39%2.76%9.46%1.66.521.0013.96%-2.57%17.69%
S&P 5003.01%31.47%11.7%1.111.30.078.01%-9.03%14.93%
S&P/TSX0.45%22.59%8.68%0.730.9-0.098.74%-6.27%7.92%

Growth of $1000 since inception