Period: Jan 1, 2000 - Dec 15, 2025
23.15%
Jan 2000 - Dec 2025
5.93%
9.73%
15.80%
9.24%
122.29%
202.55%
1,646.41%
10,237.22%
| Metric | Value |
|---|---|
| Start Balance | 10,000.00 |
| End Balance | 2,224,113.24 |
| Annualized Return | 23.15% |
| Standard Deviation | 1.90% |
| Best Month | 21.28% |
| Worst Month | -10.52% |
| Maximum Drawdown | 20.89% |
| Sharpe Ratio | 0.56 |
| Sortino Ratio | 0.69 |
| Rendement moyen (mois positifs) | 0.98% |
| Rendement moyen (mois négatifs) | -0.94% |
| % de mois positifs | 65.23% |
| Mois consécutifs négatifs (max) | 6 (Jan 2001 - Feb 2001) |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.22% | -6.56% | -1.79% | -0.38% | 0.28% | 3.97% | 3.68% | -2.10% | 6.93% | 4.56% | -1.85% | -0.99% | 4.87% |
| 2024 | 1.05% | 15.41% | 2.28% | -7.30% | 7.45% | 6.68% | -2.74% | 2.84% | -0.11% | -0.53% | 8.23% | 3.13% | 40.59% |
| 2023 | 5.01% | 1.81% | 7.01% | 1.78% | 16.72% | 3.47% | 6.68% | -0.25% | -5.23% | -0.59% | 3.45% | 3.39% | 50.78% |
| 2022 | -9.69% | 2.85% | 3.59% | -2.20% | 4.10% | -4.45% | 0.28% | -1.57% | -1.04% | 1.06% | 1.03% | -1.01% | -7.59% |
| 2021 | 2.01% | -0.84% | 2.40% | 4.45% | 3.78% | -0.20% | -2.89% | 7.76% | -6.06% | 11.43% | 10.58% | -3.40% | 31.12% |
| 2020 | 15.41% | -0.88% | -2.42% | 3.78% | 2.52% | 9.44% | 12.19% | 30.44% | -7.87% | -6.40% | 10.69% | 11.20% | 101.89% |
| 2019 | 0.57% | 1.34% | 3.70% | 1.60% | -8.38% | 4.62% | -0.88% | 0.64% | -0.96% | 1.60% | 5.20% | 14.49% | 24.44% |
| 2018 | 7.48% | 2.92% | -3.04% | 1.97% | 4.69% | 3.13% | 2.42% | 13.16% | 6.20% | -13.86% | 4.93% | -2.73% | 27.79% |
| 2017 | -0.08% | 10.17% | -0.13% | 1.00% | 0.15% | 0.60% | 0.88% | 1.34% | -0.86% | 6.55% | 0.50% | 0.82% | 22.42% |
| 2016 | -7.87% | -1.63% | 3.46% | 4.67% | 9.34% | 4.00% | 12.64% | 4.04% | 2.30% | 0.10% | 11.00% | 9.07% | 62.14% |
| 2015 | 0.19% | 7.31% | 0.06% | -3.79% | 5.61% | 0.17% | 4.64% | -1.95% | -1.05% | 3.14% | 4.72% | 0.72% | 20.95% |
| 2014 | 5.59% | 5.74% | -8.68% | -1.79% | 2.13% | 3.55% | -1.79% | 2.25% | -0.50% | 1.05% | 4.51% | -2.10% | 9.40% |
| 2013 | 17.66% | -0.29% | 1.05% | 6.05% | 19.75% | 1.87% | 5.68% | 11.34% | 10.07% | -2.84% | -4.02% | 3.82% | 92.33% |
| 2012 | -1.88% | 7.38% | 4.19% | -6.85% | -4.72% | 2.68% | 2.10% | -0.74% | 1.21% | -1.93% | 1.94% | 6.72% | 9.47% |
| 2011 | 16.66% | 0.04% | -7.27% | 1.45% | -3.22% | 0.21% | -3.32% | 0.13% | -0.75% | 1.31% | 2.16% | -2.53% | 3.20% |
| 2010 | -15.05% | 2.38% | 8.21% | 13.62% | 2.19% | -1.12% | 0.64% | 3.90% | 4.06% | 2.81% | 6.82% | -8.82% | 17.72% |
| 2009 | 0.18% | -0.98% | 0.69% | 0.97% | -2.83% | -2.16% | 7.58% | 6.38% | 3.93% | -8.31% | 8.57% | 12.04% | 27.19% |
| 2008 | -11.73% | 1.22% | 0.82% | 2.77% | 1.87% | -5.24% | -2.53% | 0.15% | -2.94% | -2.13% | -0.64% | 0.21% | -17.48% |
| 2007 | -1.78% | -3.99% | 0.21% | 2.51% | 10.16% | 1.97% | 3.79% | 1.41% | 6.17% | 2.04% | -1.87% | 4.07% | 26.71% |
| 2006 | 11.92% | -6.11% | 0.93% | 0.26% | -7.27% | 0.33% | 1.46% | 0.31% | 8.35% | 6.04% | 13.90% | -2.59% | 28.37% |
| 2005 | -3.73% | 8.08% | -6.50% | -4.44% | 3.89% | 4.14% | 3.65% | -0.32% | 6.67% | 0.61% | 7.41% | 3.18% | 23.58% |
| 2004 | 10.50% | -3.46% | -1.52% | -10.67% | 2.07% | 3.24% | -9.20% | 0.28% | 3.61% | 6.82% | 4.38% | 1.33% | 5.42% |
| 2003 | 0.70% | 2.26% | 2.90% | 5.29% | 7.10% | -0.74% | -1.57% | 11.01% | -0.64% | 23.77% | 1.24% | -2.32% | 57.61% |
| 2002 | -0.44% | -7.42% | 2.35% | 1.90% | -0.04% | -2.17% | -2.63% | 0.11% | -0.26% | 0.91% | 2.93% | -6.73% | -11.46% |
| 2001 | -3.31% | -4.26% | -1.36% | 5.17% | -1.66% | 0.96% | -8.15% | -0.77% | -4.33% | 0.55% | 6.45% | 6.27% | -5.43% |
| 2000 | -4.67% | 10.84% | 7.74% | 11.54% | 1.57% | 2.51% | -2.88% | 1.08% | 0.08% | -1.07% | -0.12% | 0.60% | 29.11% |
| Metric | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Année |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Minimum | -15.05% | -7.42% | -8.68% | -10.67% | -8.38% | -5.24% | -9.20% | -2.10% | -7.87% | -13.86% | -4.02% | -8.82% | -17.48% |
| Maximum | 17.66% | 15.41% | 8.21% | 13.62% | 19.75% | 9.44% | 12.64% | 30.44% | 10.07% | 23.77% | 13.90% | 14.49% | 101.89% |
| Moyenne | 1.33% | 1.67% | 0.73% | 1.28% | 2.97% | 1.59% | 1.14% | 3.49% | 1.04% | 1.41% | 4.31% | 1.84% | 25.97% |
| Médiane | 0.18% | 1.28% | 0.88% | 1.69% | 2.16% | 1.92% | 0.76% | 0.86% | -0.19% | 0.98% | 4.44% | 0.77% | 24.01% |
| % Positif | 53.85% | 57.69% | 65.38% | 69.23% | 73.08% | 73.08% | 57.69% | 73.08% | 46.15% | 65.38% | 80.77% | 61.54% | 84.62% |
| Échantillons | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 |