All currencies
USD Hedged
1
As at 12 Sep 2024
Statistics
Statistics
(as at Aug 2024 )
Annualised Return (%)
4.47
2024 Return (%)
7.65
2023 Return (%)
13.89
Last 3 Months (%)
3.92
Return Since Inception (%)
126.05
Best Monthly Return (%)
1.74
Worst Monthly Return (%)
-8.61
Risk/Return
Annualised Standard Deviation (%)
3.49
Downside Deviation (%)
3.01
Upside Deviation (%)
1.28
Maximum Drawdown (%)
-12.50
Sharpe Ratio
0.71
Sortino Ratio
0.82
Percentage of Positive Months
86.16
Historical Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2024
1.17
1.10
0.76
0.50
0.01
0.76
1.37
1.74
n/a
n/a
n/a
n/a
7.65
2023
1.11
0.84
1.14
1.12
1.26
1.29
0.81
1.48
1.31
1.42
0.74
0.57
13.89
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