Period: Jan 1, 2000 - Nov 4, 2025
19.92%
Jan 2000 - Nov 2025
11.60%
12.68%
21.64%
24.51%
110.24%
215.69%
1,174.27%
5,751.23%
| Metric | Value |
|---|---|
| Start Balance | 10,000.00 |
| End Balance | 1,094,187.67 |
| Annualized Return | 19.92% |
| Standard Deviation | 1.46% |
| Best Month | 13.95% |
| Worst Month | -6.90% |
| Maximum Drawdown | 21.63% |
| Sharpe Ratio | 0.63 |
| Sortino Ratio | 0.75 |
| Rendement moyen (mois positifs) | 0.87% |
| Rendement moyen (mois négatifs) | -0.88% |
| % de mois positifs | 65.30% |
| 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% | -2.30% | -1.26% | -0.81% | 4.62% | 4.02% | -1.33% | 8.00% | 5.74% | 0.75% | - | 12.44% |
| 2024 | 1.88% | 14.13% | 1.89% | -7.66% | 6.01% | 5.71% | -3.24% | 2.39% | -0.21% | 0.51% | 10.48% | 0.99% | 35.90% |
| 2023 | 3.71% | 0.87% | 4.94% | 0.18% | 15.76% | 2.15% | 5.89% | 0.00% | -4.96% | -0.40% | 2.72% | 3.27% | 38.27% |
| 2022 | -10.40% | 2.70% | 3.51% | -2.28% | 3.80% | -3.74% | 0.46% | -1.50% | -0.79% | 1.06% | 1.27% | -1.00% | -7.49% |
| 2021 | 1.83% | 2.31% | 2.93% | 2.88% | 3.69% | 1.07% | -1.83% | 6.56% | -6.55% | 10.71% | 9.68% | -1.66% | 34.96% |
| 2020 | 9.57% | -1.25% | -1.79% | 3.19% | 3.10% | 7.72% | 10.61% | 25.65% | -6.79% | -6.19% | 8.26% | 11.37% | 78.45% |
| 2019 | 0.79% | 2.20% | 3.79% | 1.21% | -6.45% | 4.58% | -0.41% | 0.50% | -1.40% | 0.30% | 5.59% | 11.63% | 23.53% |
| 2018 | 6.74% | 1.55% | -4.12% | 1.91% | 4.68% | 3.19% | 2.31% | 10.44% | 4.59% | -12.42% | 4.47% | -3.02% | 19.96% |
| 2017 | 1.02% | 8.43% | 0.80% | 0.55% | 2.25% | -0.45% | 1.03% | 1.94% | -1.60% | 5.94% | 1.74% | 2.17% | 26.13% |
| 2016 | -6.32% | -1.38% | 3.23% | 1.99% | 8.49% | 3.19% | 8.17% | 2.65% | 2.32% | -1.70% | 8.32% | 6.60% | 40.43% |
| 2015 | -0.05% | 6.32% | -0.66% | -3.49% | 5.97% | 1.30% | 4.18% | -2.29% | -0.66% | 2.91% | 3.82% | 0.09% | 18.24% |
| 2014 | 1.75% | 5.32% | -7.63% | -2.34% | 1.54% | 4.36% | -0.34% | 1.51% | -2.18% | 2.29% | 4.83% | -1.19% | 7.41% |
| 2013 | 12.47% | -0.73% | 2.16% | 4.85% | 10.54% | -0.04% | 4.99% | 7.47% | 7.87% | -0.79% | 0.05% | 5.41% | 68.28% |
| 2012 | -2.03% | 5.41% | 2.38% | -5.82% | -5.80% | 3.04% | 2.59% | -0.99% | 1.71% | -1.35% | 2.02% | 3.57% | 4.08% |
| 2011 | 10.61% | 2.21% | -5.09% | 1.89% | -2.82% | -0.23% | -2.20% | -0.49% | -0.59% | 1.45% | 1.98% | -1.72% | 4.26% |
| 2010 | -13.99% | 0.94% | 5.51% | 12.64% | 0.38% | -1.43% | 0.50% | 2.21% | 3.27% | 2.23% | 4.80% | -5.86% | 9.23% |
| 2009 | -0.06% | -0.98% | 0.69% | 0.86% | -2.48% | -1.46% | 5.87% | 4.38% | 4.55% | -4.58% | 8.24% | 8.92% | 25.55% |
| 2008 | -9.73% | 0.52% | 0.94% | 2.88% | 1.59% | -5.24% | -2.26% | 0.30% | -2.56% | -2.66% | -0.60% | 0.21% | -15.98% |
| 2007 | -1.70% | -4.91% | 0.67% | 1.71% | 12.44% | 0.78% | 3.53% | 0.25% | 5.23% | 4.62% | -1.76% | 3.49% | 26.02% |
| 2006 | 10.57% | -4.68% | 0.19% | 0.72% | -5.94% | 0.48% | 1.08% | 0.06% | 7.36% | 7.20% | 10.73% | -3.25% | 25.34% |
| 2005 | -3.39% | 4.68% | -5.42% | -3.83% | 2.37% | 2.40% | 3.97% | 0.03% | 6.92% | 1.89% | 9.17% | 3.55% | 23.51% |
| 2004 | 7.65% | -3.17% | -0.86% | -7.61% | 1.76% | 2.38% | -6.63% | 0.32% | 2.99% | 5.34% | 2.51% | 2.19% | 5.89% |
| 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 | -13.99% | -7.14% | -7.63% | -7.66% | -6.45% | -5.24% | -6.63% | -2.29% | -6.79% | -12.42% | -1.76% | -6.07% | -15.98% |
| Maximum | 12.47% | 14.13% | 7.71% | 12.64% | 15.76% | 7.72% | 10.61% | 25.65% | 8.00% | 25.11% | 10.73% | 11.63% | 78.45% |
| Moyenne | 0.65% | 1.35% | 0.68% | 0.77% | 2.42% | 1.41% | 1.22% | 2.73% | 0.82% | 1.88% | 4.13% | 1.61% | 21.95% |
| Médiane | 0.62% | 1.24% | 0.87% | 1.04% | 2.01% | 1.46% | 1.05% | 0.41% | -0.52% | 1.00% | 3.27% | 0.99% | 22.10% |
| % Positif | 57.69% | 61.54% | 65.38% | 65.38% | 69.23% | 65.38% | 61.54% | 76.92% | 42.31% | 69.23% | 88.46% | 64.00% | 84.62% |
| Échantillons | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 25 | 26 |