All currencies
USD Hedged
1
As at 17 Oct 2021
Statistics
Statistics
(as at Sep 2021 )
Annualised Return (%)
4.06
2021 Return (%)
0.34
2020 Return (%)
3.48
Last 3 Months (%)
-0.59
Return Since Inception (%)
87.23
Best Monthly Return (%)
1.60
Worst Monthly Return (%)
-8.61
Risk/Return
Annualised Standard Deviation (%)
3.18
Downside Deviation (%)
2.75
Upside Deviation (%)
0.76
Maximum Drawdown (%)
-12.50
Sharpe Ratio
0.65
Sortino Ratio
0.75
Percentage of Positive Months
85.19
Historical Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2021
0.13
-0.60
0.26
0.27
0.57
0.31
0.18
-0.43
-0.34
n/a
n/a
n/a
0.34
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