Period: Jan 1, 2000 - Dec 15, 2025
20.32%
Jan 2000 - Dec 2025
12.99%
13.86%
22.35%
14.13%
109.43%
197.70%
1,172.83%
5,892.89%
| Metric | Value |
|---|---|
| Start Balance | 10,000.00 |
| End Balance | 1,216,910.20 |
| Annualized Return | 20.32% |
| Standard Deviation | 1.46% |
| Best Month | 13.90% |
| Worst Month | -6.87% |
| Maximum Drawdown | 21.63% |
| Sharpe Ratio | 0.64 |
| Sortino Ratio | 0.77 |
| Rendement moyen (mois positifs) | 0.87% |
| Rendement moyen (mois négatifs) | -0.87% |
| % de mois positifs | 65.53% |
| Mois consécutifs négatifs (max) | 6 (Jan 2001 - Feb 2001) |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.46% | -5.33% | -2.37% | -1.10% | 0.58% | 4.72% | 3.98% | -1.31% | 8.76% | 4.69% | - | -1.32% | 11.50% |
| 2024 | 1.87% | 14.04% | 1.88% | -7.64% | 6.27% | 4.78% | -2.87% | 2.38% | -0.21% | 0.51% | 10.48% | 1.01% | 35.49% |
| 2023 | 3.79% | 0.89% | 5.04% | 0.18% | 15.65% | 2.12% | 5.85% | 0.00% | -4.93% | -0.39% | 2.65% | 3.24% | 38.22% |
| 2022 | -10.34% | 2.76% | 3.58% | -2.33% | 3.88% | -3.81% | 0.47% | -1.53% | -0.80% | 1.08% | 1.30% | -1.02% | -7.37% |
| 2021 | 1.83% | 2.30% | 2.90% | 2.86% | 4.98% | 1.07% | -1.83% | 6.42% | -6.44% | 10.63% | 9.63% | -1.64% | 36.40% |
| 2020 | 9.55% | -1.24% | -1.71% | 3.26% | 3.04% | 7.65% | 10.49% | 25.50% | -6.77% | -6.16% | 8.18% | 11.35% | 78.01% |
| 2019 | 0.81% | 2.25% | 3.87% | 1.21% | -6.42% | 4.67% | -0.42% | 0.50% | -1.38% | 0.30% | 5.55% | 11.59% | 23.74% |
| 2018 | 6.72% | 1.54% | -4.08% | 1.94% | 4.77% | 3.16% | 2.29% | 10.39% | 4.57% | -12.38% | 4.56% | -3.08% | 20.09% |
| 2017 | 1.01% | 8.40% | 0.80% | 0.55% | 2.24% | -0.45% | 1.03% | 1.93% | -1.59% | 5.93% | 1.73% | 2.17% | 26.03% |
| 2016 | -5.43% | -0.74% | 3.12% | 1.98% | 8.66% | 3.18% | 8.34% | 2.64% | 2.32% | -1.69% | 8.20% | 6.51% | 42.67% |
| 2015 | -0.06% | 6.45% | -0.66% | -3.56% | 6.09% | 1.32% | 4.27% | -4.12% | -0.56% | 2.63% | 3.54% | 0.10% | 15.86% |
| 2014 | 1.75% | 9.93% | -7.59% | -2.34% | 1.57% | 4.34% | -0.34% | 1.50% | -2.18% | 2.28% | 4.93% | -1.21% | 12.24% |
| 2013 | 12.37% | -0.73% | 2.15% | 4.84% | 10.51% | -0.04% | 4.97% | 7.46% | 7.82% | -0.78% | 0.05% | 5.40% | 67.92% |
| 2012 | -0.81% | 5.38% | 2.38% | -5.82% | -5.79% | 3.10% | 2.65% | -0.98% | 1.70% | -0.44% | 2.00% | 3.55% | 6.41% |
| 2011 | 10.59% | 2.20% | -5.07% | 1.88% | -2.88% | -0.24% | -2.24% | -0.48% | -0.61% | 1.48% | 1.95% | -1.70% | 4.16% |
| 2010 | -11.89% | 0.94% | 5.50% | 12.62% | 0.39% | -1.46% | 0.51% | 2.26% | 3.34% | 2.21% | 5.05% | -5.82% | 12.28% |
| 2009 | -0.06% | -1.00% | 0.71% | 0.88% | -2.41% | -1.44% | 5.84% | 4.37% | 4.55% | -4.58% | 7.72% | 8.92% | 25.00% |
| 2008 | -7.88% | 0.53% | 0.97% | 2.95% | 1.62% | -5.36% | -2.31% | 0.30% | -2.62% | -2.71% | -0.61% | 0.22% | -14.39% |
| 2007 | -1.69% | -4.89% | 0.67% | 1.69% | 12.36% | 0.78% | 3.50% | 0.25% | 5.17% | 4.59% | -2.96% | 3.76% | 24.57% |
| 2006 | 10.90% | -4.65% | 0.19% | 0.72% | -5.90% | 0.49% | 1.06% | 0.06% | 7.54% | 7.17% | 10.69% | -3.24% | 25.94% |
| 2005 | -3.37% | 4.84% | -5.36% | -3.75% | -0.25% | 2.45% | 4.29% | -0.73% | 6.23% | 0.83% | 8.89% | 3.32% | 17.66% |
| 2004 | 7.65% | -3.17% | -0.86% | -7.61% | 1.76% | 2.38% | -6.63% | 0.32% | 3.07% | 5.24% | 6.76% | 2.25% | 10.31% |
| 2003 | 0.93% | 3.46% | 2.58% | 5.19% | 5.49% | 1.62% | 1.22% | 10.44% | -0.78% | 25.11% | 1.24% | -2.25% | 65.85% |
| 2002 | 0.29% | -7.14% | 3.03% | -0.15% | 0.03% | -2.03% | -2.71% | 0.11% | -0.44% | 0.94% | 2.53% | -6.07% | -11.48% |
| 2001 | -2.99% | -4.42% | -1.40% | 4.15% | -1.75% | -0.28% | -6.52% | -1.32% | -2.93% | 0.41% | 5.77% | 2.83% | -8.78% |
| 2000 | -2.62% | 8.01% | 7.71% | 7.59% | -0.88% | 2.93% | -2.66% | 1.59% | -1.14% | 0.38% | -1.19% | 0.08% | 20.69% |
| Metric | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Année |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Minimum | -11.89% | -7.14% | -7.59% | -7.64% | -6.42% | -5.36% | -6.63% | -4.12% | -6.77% | -12.38% | -2.96% | -6.07% | -14.39% |
| Maximum | 12.37% | 14.04% | 7.71% | 12.62% | 15.65% | 7.65% | 10.49% | 25.50% | 8.76% | 25.11% | 10.69% | 11.59% | 78.01% |
| Moyenne | 0.90% | 1.56% | 0.69% | 0.78% | 2.45% | 1.37% | 1.24% | 2.61% | 0.83% | 1.82% | 4.35% | 1.50% | 22.27% |
| Médiane | 0.63% | 1.24% | 0.88% | 1.04% | 1.69% | 1.47% | 1.04% | 0.41% | -0.50% | 0.88% | 4.56% | 0.62% | 20.39% |
| % Positif | 57.69% | 61.54% | 65.38% | 65.38% | 69.23% | 65.38% | 61.54% | 73.08% | 42.31% | 69.23% | 88.00% | 61.54% | 84.62% |
| Échantillons | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 25 | 26 | 26 |