2020 April USD
.74%
MTD
-.98%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.41 | -.20 | -1.91 | .74 | -.98% | ||||||||
| 2019 | 1.76 | 1.78 | 3.23 | 1.21 | 1.39 | -0.69 | -1.49 | -1.32 | 0.04 | -1.47 | -2.57 | 1.39 | 3.08% |
| 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 | .74% | -.98% | 9.26% | 1.59 | 5.56 | 1.00 | 14.09% | -2.57% | 16.04% |
| S&P 500 | 12.82% | -9.30% | 15.41% | 0.69 | 0.78 | 0.1 | 12.82% | -12.35% | 10.5% | S&P/TSX | 10.79% | -12.36% | 14.11% | 0.26 | 0.23 | 0.05 | 10.79% | -17.38% | 3.44% |