2020 June USD

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2.24% MTD
2.92% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20200.41-.20-1.91.741.662.242.92%
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
Caravel2.24%2.92%9.07%1.665.691.0014.09%-2.57%16.46%
S&P 5001.99%-3.09%15.2%0.780.870.112.82%-12.35%11.94%
S&P/TSX2.46%-7.47%13.91%0.360.320.0610.79%-17.38%4.76%

Growth of $1000 since inception