2020 March USD
-1.91%
MTD
-1.70%
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 | -1.70% | |||||||||
| 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 | -1.91% | -1.70% | 9.37% | 1.58 | 5.61 | 1.00 | 14.09% | -2.57% | 16.2% |
| S&P 500 | -12.35% | -19.60% | 14.2% | 0.51 | 0.53 | 0.13 | 8.01% | -12.35% | 7.09% | S&P/TSX | -17.38% | -20.90% | 13.11% | 0.06 | 0.05 | 0.07 | 8.74% | -17.38% | 0.61% |