Period: Jan 1, 2000 - Dec 15, 2025
13.86%
Jan 2000 - Dec 2025
17.54%
12.25%
16.64%
17.62%
57.43%
96.75%
371.98%
1,539.79%
| Metric | Value |
|---|---|
| Start Balance | 10,000.00 |
| End Balance | 290,696.29 |
| Annualized Return | 13.86% |
| Standard Deviation | 0.48% |
| Best Month | 17.34% |
| Worst Month | -13.61% |
| Maximum Drawdown | 24.92% |
| Sharpe Ratio | 0.31 |
| Sortino Ratio | 0.37 |
| Rendement moyen (mois positifs) | 0.21% |
| Rendement moyen (mois négatifs) | -0.17% |
| % de mois positifs | 55.28% |
| Mois consécutifs négatifs (max) | 16 (Aug 2015 - Sep 2015) |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.68% | -1.23% | -1.47% | 0.94% | -1.05% | 1.00% | 2.23% | 0.64% | 6.63% | 6.31% | -0.98% | 0.03% | 17.58% |
| 2024 | 0.52% | 7.31% | 2.63% | -4.97% | 3.03% | 1.54% | -0.29% | 2.23% | 0.45% | -1.00% | 5.72% | 0.06% | 18.03% |
| 2023 | 3.72% | -0.71% | 2.01% | 0.46% | 3.83% | 1.87% | 2.40% | -0.69% | -2.27% | -1.84% | 1.31% | 4.76% | 15.58% |
| 2022 | -8.32% | -0.39% | 2.52% | 0.90% | 0.43% | -1.57% | 2.28% | -1.26% | 0.66% | 0.15% | -0.17% | -1.82% | -6.80% |
| 2021 | -0.83% | 5.48% | 2.08% | 0.72% | 4.67% | 0.53% | 0.99% | 2.70% | -5.18% | 8.28% | 3.68% | 0.05% | 24.99% |
| 2020 | 2.83% | -2.06% | 0.49% | 5.15% | 6.11% | 2.35% | 6.29% | 6.28% | -3.78% | -3.60% | 6.78% | 5.33% | 36.20% |
| 2019 | 1.36% | 1.84% | 3.46% | 0.36% | -3.47% | 5.11% | 0.21% | 2.34% | -1.62% | 0.40% | 2.56% | 4.79% | 18.40% |
| 2018 | 4.46% | -0.52% | -2.19% | 1.79% | 4.20% | 0.76% | 0.78% | 5.14% | 1.79% | -6.20% | 1.66% | -1.49% | 10.06% |
| 2017 | 0.17% | 3.69% | 2.63% | 1.17% | 1.39% | -1.87% | 0.29% | 2.18% | 0.33% | 4.54% | -0.36% | 1.40% | 16.52% |
| 2016 | -2.68% | 2.15% | 0.75% | 0.79% | 2.83% | 3.17% | 4.60% | -0.26% | 2.10% | -1.24% | 4.83% | 4.31% | 23.18% |
| 2015 | 3.80% | 2.42% | 0.85% | -2.91% | 3.70% | -1.47% | 3.32% | -4.95% | 0.54% | 1.35% | 1.97% | -0.81% | 7.64% |
| 2014 | 0.15% | 5.14% | -3.92% | -0.18% | 1.30% | 2.24% | -1.30% | 4.08% | -0.08% | 1.24% | 4.17% | -0.28% | 12.92% |
| 2013 | 7.19% | -0.21% | 1.46% | 3.34% | 4.63% | -1.98% | 4.58% | 0.68% | 4.31% | 1.80% | 0.35% | 3.48% | 33.53% |
| 2012 | -0.95% | 3.51% | 1.79% | -3.14% | -3.97% | 1.88% | 2.77% | -0.32% | 1.83% | -0.25% | 2.07% | 1.99% | 7.13% |
| 2011 | 5.23% | 2.04% | -1.93% | 2.27% | -2.34% | 0.24% | 0.16% | 3.17% | 1.25% | 0.04% | 2.44% | 0.19% | 13.26% |
| 2010 | -8.38% | 2.02% | 5.45% | 4.51% | 5.01% | -8.97% | -3.11% | -0.42% | 2.15% | 2.98% | 2.46% | 0.03% | 2.42% |
| 2009 | 0.01% | -0.97% | 0.76% | -3.25% | -0.42% | -0.87% | 7.86% | 5.53% | 5.11% | -5.15% | 5.62% | 6.02% | 21.11% |
| 2008 | -5.51% | 1.34% | 0.53% | -0.23% | 0.88% | -3.65% | -0.61% | 3.38% | -2.84% | -4.14% | -0.28% | 7.40% | -4.32% |
| 2007 | 0.60% | -2.86% | 1.22% | 4.44% | 6.60% | -0.15% | 0.29% | 0.89% | 4.53% | 3.84% | -0.29% | 2.05% | 22.90% |
| 2006 | 6.89% | -1.29% | 0.42% | 0.42% | -5.65% | 1.09% | 1.37% | 0.77% | 4.53% | 3.92% | 3.74% | -0.56% | 16.17% |
| 2005 | -1.14% | 3.22% | -2.71% | -2.09% | 3.02% | 2.21% | 2.56% | 0.81% | 6.64% | -0.46% | 6.13% | 3.26% | 23.09% |
| 2004 | 2.59% | -0.83% | -0.71% | -4.77% | -0.68% | -14.89% | -3.97% | -0.80% | 1.21% | 3.21% | 1.76% | 2.16% | -15.90% |
| 2003 | 0.00% | 2.57% | 0.06% | 3.14% | 7.06% | 0.28% | 3.54% | 4.73% | -3.59% | 15.22% | 1.00% | 0.19% | 38.53% |
| 2002 | 0.73% | -2.96% | 36.43% | -11.14% | 0.29% | -2.78% | -2.67% | -0.02% | 3.07% | -1.35% | 0.26% | -3.51% | 10.60% |
| 2001 | -2.43% | -1.01% | -1.23% | 0.08% | 0.95% | -0.85% | -4.63% | -1.61% | -1.29% | 2.83% | 0.17% | 2.51% | -6.52% |
| 2000 | 1.22% | 7.98% | 5.12% | 2.72% | -2.35% | 3.31% | -0.54% | 2.78% | -2.27% | 1.43% | 0.21% | 2.14% | 23.47% |
| Metric | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Année |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Minimum | -8.38% | -2.96% | -3.92% | -11.14% | -5.65% | -14.89% | -4.63% | -4.95% | -5.18% | -6.20% | -0.98% | -3.51% | -15.90% |
| Maximum | 7.19% | 7.98% | 36.43% | 5.15% | 7.06% | 5.11% | 7.86% | 6.28% | 6.64% | 15.22% | 6.78% | 7.40% | 38.53% |
| Moyenne | 0.57% | 1.37% | 2.17% | 0.02% | 1.54% | -0.44% | 1.13% | 1.46% | 0.93% | 1.24% | 2.19% | 1.68% | 14.61% |
| Médiane | 0.56% | 1.59% | 0.80% | 0.59% | 1.35% | 0.40% | 0.88% | 0.85% | 0.94% | 0.82% | 1.86% | 1.69% | 16.35% |
| % Positif | 69.23% | 53.85% | 73.08% | 65.38% | 69.23% | 57.69% | 69.23% | 65.38% | 65.38% | 61.54% | 80.77% | 76.92% | 84.62% |
| Échantillons | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 |