2020 October CAD

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0.57% MTD
9.28% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20200.41-.20-1.91.741.662.251.263.131.100.579.28%
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
Caravel0.57%9.28%8.71%1.726.061.0013.96%-2.57%16.37%
S&P 500-2.66%2.76%15.35%0.80.980.112.82%-12.35%12.51%
S&P/TSX-3.11%-6.11%13.68%0.360.330.0610.79%-17.38%4.74%

Growth of $1000 since inception