Period: Jan 1, 2000 - Dec 15, 2025
29.28%
Jan 2000 - Dec 2025
4.10%
5.80%
12.81%
11.74%
169.10%
241.48%
3,253.89%
35,844.84%
| Metric | Value |
|---|---|
| Start Balance | 10,000.00 |
| End Balance | 7,848,389.98 |
| Annualized Return | 29.28% |
| Standard Deviation | 4.18% |
| Best Month | 34.76% |
| Worst Month | -17.17% |
| Maximum Drawdown | 27.64% |
| Sharpe Ratio | 0.66 |
| Sortino Ratio | 0.73 |
| Rendement moyen (mois positifs) | 2.09% |
| Rendement moyen (mois négatifs) | -2.60% |
| % de mois positifs | 72.42% |
| Mois consécutifs négatifs (max) | 3 (Jan 2001 - Feb 2001) |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.47% | -8.89% | -0.89% | 1.33% | 2.35% | 2.81% | 7.44% | -3.47% | 5.78% | 1.05% | -1.02% | -0.39% | 3.68% |
| 2024 | -0.56% | 17.46% | 2.96% | -6.68% | 10.00% | 8.40% | -1.80% | 3.63% | 0.08% | -2.44% | 4.04% | 7.34% | 48.48% |
| 2023 | 7.58% | 3.57% | 11.11% | 4.74% | 18.07% | 5.86% | 8.05% | -0.74% | -5.74% | -0.94% | 4.66% | 3.55% | 75.93% |
| 2022 | -8.39% | 3.17% | 3.80% | -2.10% | 4.73% | -5.90% | -0.05% | -1.73% | -1.54% | 1.08% | 0.59% | -1.04% | -7.90% |
| 2021 | 2.28% | -6.47% | 1.39% | 7.34% | 3.93% | -2.53% | -4.86% | 9.92% | -5.15% | 12.55% | 11.97% | -6.53% | 23.24% |
| 2020 | 26.31% | -0.23% | -3.41% | 4.95% | 1.40% | 12.45% | 14.83% | 38.42% | -9.88% | -6.80% | 14.91% | 10.65% | 147.29% |
| 2019 | 0.16% | -0.26% | 3.60% | 2.28% | -11.92% | 4.78% | -1.78% | 0.90% | -0.13% | 3.99% | 4.42% | 19.66% | 25.62% |
| 2018 | 8.79% | 5.47% | -1.03% | 2.14% | 4.78% | 2.96% | 2.51% | 18.01% | 9.13% | -16.81% | 5.87% | -2.25% | 42.23% |
| 2017 | -2.08% | 13.11% | -1.83% | 1.77% | -3.73% | 2.54% | 0.56% | 0.23% | 0.50% | 7.60% | -1.76% | -1.67% | 15.01% |
| 2016 | -10.65% | -2.04% | 3.74% | 9.65% | 10.92% | 5.46% | 21.64% | 6.63% | 2.20% | 3.50% | 15.71% | 13.52% | 109.91% |
| 2015 | 0.66% | 9.30% | 1.40% | -4.45% | 4.99% | -1.96% | 5.56% | -1.30% | -1.70% | 3.36% | 6.34% | 1.88% | 25.84% |
| 2014 | 12.96% | 6.44% | -10.66% | -0.76% | 3.26% | 2.03% | -4.42% | 3.59% | 2.66% | -1.24% | 3.96% | -3.85% | 12.71% |
| 2013 | 26.88% | 0.46% | -0.99% | 8.26% | 37.48% | 5.47% | 6.79% | 18.59% | 14.05% | -6.55% | -11.22% | 0.91% | 139.55% |
| 2012 | 1.60% | 11.02% | 7.58% | -8.81% | -2.72% | 2.04% | 1.22% | -0.28% | 0.28% | 2.44% | 1.77% | 12.67% | 30.56% |
| 2011 | 28.00% | -3.86% | -11.23% | 0.62% | -4.06% | 1.03% | -5.50% | 1.24% | -1.06% | 1.05% | 2.44% | -3.96% | 0.27% |
| 2010 | -17.22% | 5.08% | 13.25% | 15.12% | 5.73% | -0.56% | 0.92% | 7.23% | 5.61% | 3.85% | 10.49% | -14.11% | 34.27% |
| 2009 | 0.63% | -1.01% | 0.71% | 1.20% | -3.41% | -3.47% | 10.68% | 10.06% | 2.74% | -14.98% | 9.09% | 17.63% | 29.26% |
| 2008 | -15.33% | 2.58% | 0.62% | 2.61% | 2.45% | -5.39% | -3.10% | -0.12% | -3.73% | -1.19% | -0.75% | 0.22% | -20.40% |
| 2007 | -2.03% | -2.28% | -0.63% | 3.93% | 5.83% | 4.17% | 4.21% | 3.49% | 7.79% | -2.62% | 0.55% | 5.05% | 30.35% |
| 2006 | 14.09% | -8.70% | 2.20% | -0.59% | -9.72% | 0.06% | 2.13% | 0.79% | 10.32% | 3.85% | 19.65% | -1.37% | 33.06% |
| 2005 | -4.58% | 14.37% | -8.45% | -5.46% | 1.29% | 5.55% | 7.85% | -1.07% | 6.02% | -1.72% | 6.80% | 2.44% | 22.84% |
| 2004 | 15.72% | -4.02% | -2.73% | -16.24% | 2.64% | 4.83% | -14.01% | 0.21% | 4.86% | 9.32% | 4.32% | -0.26% | 0.07% |
| 2003 | 0.26% | 0.06% | 3.46% | 5.45% | 10.02% | -5.04% | -6.64% | 11.92% | -0.39% | 20.54% | 1.11% | -2.52% | 41.40% |
| 2002 | -1.78% | -8.05% | 1.10% | 5.74% | -0.19% | -2.45% | -2.49% | 0.11% | 0.05% | 0.84% | 3.64% | -8.00% | -11.71% |
| 2001 | -3.90% | -3.98% | -1.31% | 7.05% | -1.50% | 3.29% | -11.19% | 0.25% | -6.91% | 0.81% | 7.66% | 12.85% | 0.69% |
| 2000 | -8.42% | 16.06% | 7.68% | 18.94% | 6.17% | 1.68% | -3.31% | -0.04% | 2.36% | -3.78% | 1.86% | 1.58% | 44.75% |
| Metric | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Année |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Minimum | -17.22% | -8.89% | -11.23% | -16.24% | -11.92% | -5.90% | -14.01% | -3.47% | -9.88% | -16.81% | -11.22% | -14.11% | -20.40% |
| Maximum | 28.00% | 17.46% | 13.25% | 18.94% | 37.48% | 12.45% | 21.64% | 38.42% | 14.05% | 20.54% | 19.65% | 19.66% | 147.29% |
| Moyenne | 2.67% | 2.24% | 0.83% | 2.23% | 3.80% | 1.85% | 1.36% | 4.86% | 1.47% | 0.65% | 4.89% | 2.46% | 34.50% |
| Médiane | 0.21% | 0.26% | 0.90% | 2.21% | 2.95% | 2.29% | 0.74% | 0.85% | 0.39% | 0.94% | 4.18% | 0.56% | 27.55% |
| % Positif | 53.85% | 53.85% | 57.69% | 69.23% | 69.23% | 69.23% | 53.85% | 69.23% | 61.54% | 57.69% | 84.62% | 53.85% | 88.46% |
| Échantillons | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 |