2022 January CAD

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1.15% MTD
1.15% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
20221.151.15%
20213.403.993.751.271.301.540.221.514.893.700.501.2030.78%
20200.41-.20-1.91.741.662.251.263.131.100.572.043.1515.02%
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
Caravel1.15%1.15%8.09%2.16.881.0013.96%-2.57%19.47%
S&P 500-5.17%-5.17%15.16%1.011.30.0912.82%-12.35%16.59%
S&P/TSX-0.40%-0.40%13.29%0.710.70.0710.79%-17.38%10.3%

Growth of $1000 since inception