All currencies
USD Hedged
1
As at 24 Mar 2019
Statistics
Statistics
(as at Feb 2019 )
Annualised Return (%)
4.54
2019 Return (%)
0.43
2018 Return (%)
-3.92
Last 3 Months (%)
-0.54
Return Since Inception (%)
79.45
Best Monthly Return (%)
1.60
Worst Monthly Return (%)
-8.61
Risk/Return
Annualised Standard Deviation (%)
3.37
Downside Deviation (%)
2.95
Upside Deviation (%)
0.64
Maximum Drawdown (%)
-11.27
Sharpe Ratio
0.75
Sortino Ratio
0.86
Percentage of Positive Months
89.24
Historical Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2019
0.51
-0.08
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
0.43
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