All currencies
USD Hedged
1
As at 1 Apr 2023
Statistics
Statistics
(as at Feb 2023 )
Annualised Return (%)
3.75
2023 Return (%)
2.00
2022 Return (%)
-2.21
Last 3 Months (%)
3.38
Return Since Inception (%)
88.06
Best Monthly Return (%)
1.60
Worst Monthly Return (%)
-8.61
Risk/Return
Annualised Standard Deviation (%)
3.55
Downside Deviation (%)
3.14
Upside Deviation (%)
0.91
Maximum Drawdown (%)
-12.50
Sharpe Ratio
0.49
Sortino Ratio
0.56
Percentage of Positive Months
84.95
Historical Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2023
1.11
0.88
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
2.00
2022
0.25
0.08
0.03
0.00
0.07
-0.09
0.24
0.80
-6.88
0.97
1.23
1.35
-2.21
2021
0.13
-0.60
0.26
0.27
0.57
0.31
0.18
-0.43
-0.47
0.20
0.40
0.23
1.04
2020
0.61
0.32
-0.70
-0.16
0.12
0.67
0.69
0.69
1.07
-0.08
-0.04
0.24
3.48
2019
0.52
-0.01
-0.08
-0.69
-1.13
0.27
0.41
0.09
1.42
-0.39
0.22
0.30
0.92
2018
0.54
0.08
-0.24
-0.28
0.19
0.27
0.61
0.45
-0.08
-0.81
-3.68
-0.97
-3.92
2017
0.36
0.32
0.21
0.15
0.19
0.40
0.56
-0.31
-8.61
0.40
0.68
0.27
-5.60
2016
0.21
0.53
0.40
0.40
0.04
0.26
0.41
0.86
1.03
0.42
0.31
0.18
5.19
2015
0.39
0.24
0.21
0.08
0.16
0.15
0.40
0.84
1.03
0.27
0.31
0.08
4.24
2014
0.50
0.50
0.45
0.32
0.08
0.21
0.41
0.81
0.86
0.60
0.14
0.42
5.42
2013
0.67
0.74
0.64
0.85
0.44
0.00
0.40
0.92
1.20
0.61
0.48
0.42
7.61
2012
0.18
0.19
0.32
0.43
0.58
0.57
0.61
0.94
1.18
-0.51
0.27
1.01
5.93
2011
0.70
0.18
-3.94
0.06
0.21
0.72
0.68
0.13
0.54
0.74
-0.03
-0.04
-0.14
2010
0.92
0.94
0.45
0.49
0.28
0.16
0.51
0.75
1.16
0.90
0.29
0.42
7.52
2009
0.36
0.22
0.28
0.59
0.51
1.33
1.03
1.03
1.58
1.06
0.14
0.52
8.99
2008
0.93
0.75
0.67
0.27
0.46
0.53
0.56
0.59
-0.71
-0.59
0.25
0.06
3.83
2007
1.60
1.56
0.92
0.75
0.74
0.95
0.95
0.96
1.37
1.09
0.85
0.74
13.22
2006
0.65
0.63
0.93
0.70
-0.82
0.15
0.62
0.81
1.32
1.37
0.84
1.18
8.68