2023 February CAD

Back to archives

-.95% MTD
-4.33% YTD

Monthly Performance (net of all fees)

JanFebMarAprMayJunJulAugSepOctNovDec YTD
2023-3.42-.95-4.33%
20221.151.02.93.10-1.61.82-1.61-0.33-8.490.06-.090.68-7.5%
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
Caravel-.95%-4.33%8.81%1.51.991.0013.96%-8.49%13.62%
S&P 500-2.45%3.68%16.72%0.751.110.1112.82%-12.35%11.73%
S&P/TSX-2.45%4.78%13.98%0.650.720.0710.79%-17.38%8.38%

Growth of $1000 since inception