2019 November USD

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-2.57% MTD
1.66% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20191.761.783.231.211.39-0.69-1.49-1.320.04-1.47-2.571.66%
20186.424.640.981.04-0.81-0.962.571.723.650.720.05-0.1321.48%
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
Caravel-2.57%1.66%9.62%1.661.0014.09%-2.57%18.13%
S&P 5003.63%27.63%11.81%1.051.240.088.01%-9.03%14.29%
S&P/TSX3.38%22.03%8.79%0.720.89-0.098.74%-6.27%7.98%

Growth of $1000 since inception