2020 February CAD
-.20%
MTD
0.21%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.41 | -.20 | 0.21% | ||||||||||
| 2019 | 1.72 | 1.79 | 3.13 | 1.15 | 1.35 | -0.75 | -1.54 | -1.34 | 0.04 | -1.45 | -2.57 | 1.39 | 2.76% |
| 2018 | 6.36 | 4.81 | 0.95 | 0.71 | -0.85 | -1.07 | 2.50 | 1.69 | 3.53 | 0.67 | 0.02 | -0.18 | 20.58% |
| 2017 | 0.27 | 0.05 | 0.35 | 0.25 | 1.39 | 1.45 | 1.77 | 0.12 | 3.27 | 3.61 | 13.96 | 1.96 | 31.51% |
| 2016 | 1.59 | 3.30 | 1.53 | -0.82 | 5.67% |
Risk vs. Return Comparisons Across Indexes
| Month Return | YTD Return | Volatility | Sharpe | Sortino | Beta | Best Month | Worst Month | Annualized | |
|---|---|---|---|---|---|---|---|---|---|
| Caravel | -.20% | 0.21% | 9.28% | 1.72 | 6.55 | 1.00 | 13.96% | -2.57% | 16.85% |
| S&P 500 | -8.23% | -8.27% | 12.49% | 0.92 | 1.03 | 0.09 | 8.01% | -9.03% | 11.39% | S&P/TSX | -5.90% | -4.26% | 9.19% | 0.68 | 0.82 | -0.05 | 8.74% | -6.27% | 6.26% |