2020 May CAD

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1.66% MTD
0.66% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20200.41-.20-1.91.741.660.66%
20191.721.793.131.151.35-0.75-1.54-1.340.04-1.45-2.571.392.76%
20186.364.810.950.71-0.85-1.072.501.693.530.670.02-0.1820.58%
20170.270.050.350.251.391.451.770.123.273.6113.961.9631.51%
20161.593.301.53-0.825.67%

Risk vs. Return Comparisons Across Indexes

Month Return YTD Return Volatility Sharpe Sortino Beta Best Month Worst Month Annualized
Caravel1.66%0.66%9.12%1.65.921.0013.96%-2.57%15.78%
S&P 5004.76%-4.60%15.36%0.760.860.112.82%-12.35%11.64%
S&P/TSX3.36%-9.40%14.03%0.330.290.0510.79%-17.38%4.28%

Growth of $1000 since inception