All currencies
USD Hedged
1
As at 19 Jan 2022
Statistics
Statistics
(as at Dec 2021 )
Annualised Return (%)
4.02
2022 Return (%)
0.69
2021 Return (%)
3.48
Last 3 Months (%)
0.49
Return Since Inception (%)
87.89
Best Monthly Return (%)
1.60
Worst Monthly Return (%)
-8.61
Risk/Return
Annualised Standard Deviation (%)
3.16
Downside Deviation (%)
2.73
Upside Deviation (%)
0.75
Maximum Drawdown (%)
-12.50
Sharpe Ratio
0.64
Sortino Ratio
0.74
Percentage of Positive Months
85.42
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
-0.47
0.20
0.26
0.03
0.69
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