2019 February USD
1.78%
MTD
3.57%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 1.76 | 1.78 | 3.57% | ||||||||||
| 2018 | 6.42 | 4.64 | 0.98 | 1.04 | -0.81 | -0.96 | 2.57 | 1.72 | 3.65 | 0.72 | 0.05 | -0.13 | 21.48% |
| 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 | 1.78% | 3.57% | 9.88% | 2.05 | 13.47 | 1.00 | 14.09% | -0.96% | 25.04% |
| S&P 500 | 3.21% | 11.46% | 11.61% | 0.86 | 0.94 | 0.16 | 8.01% | -9.03% | 12.69% | S&P/TSX | 3.15% | 12.16% | 9.32% | 0.46 | 0.57 | -0.05 | 8.74% | -6.27% | 6.83% |