2020 February USD

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-.20% MTD
0.21% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20200.41-.200.21%
20191.761.783.231.211.39-0.69-1.49-1.320.04-1.47-2.571.393.08%
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-.20%0.21%9.32%1.756.31.0014.09%-2.57%17.26%
S&P 500-8.23%-8.27%12.49%0.921.030.098.01%-9.03%11.39%
S&P/TSX-5.90%-4.26%9.19%0.690.82-0.048.74%-6.27%6.26%

Growth of $1000 since inception