Period: Jan 1, 2000 - Nov 4, 2025
29.21%
Jan 2000 - Nov 2025
7.92%
9.64%
21.43%
20.32%
180.66%
307.53%
3,602.29%
34,627.26%
| Metric | Value |
|---|---|
| Start Balance | 10,000.00 |
| End Balance | 7,517,145.41 |
| Annualized Return | 29.21% |
| Standard Deviation | 4.19% |
| Best Month | 34.88% |
| Worst Month | -17.24% |
| Maximum Drawdown | 27.64% |
| Sharpe Ratio | 0.66 |
| Sortino Ratio | 0.74 |
| Rendement moyen (mois positifs) | 2.10% |
| Rendement moyen (mois négatifs) | -2.56% |
| % de mois positifs | 72.04% |
| 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% | -1.53% | 0.55% | 2.12% | 0.91% | 7.47% | 2.85% | 4.14% | 2.36% | 0.66% | - | 8.64% |
| 2024 | -0.56% | 17.56% | 2.97% | -6.70% | 10.08% | 8.47% | -1.82% | 3.65% | 0.08% | -2.45% | 4.04% | 7.16% | 48.54% |
| 2023 | 7.43% | 3.51% | 10.89% | 4.78% | 18.19% | 5.95% | 8.11% | -0.74% | -5.78% | -0.96% | 4.79% | 3.58% | 75.86% |
| 2022 | -8.45% | 3.10% | 3.73% | -2.06% | 4.63% | -5.79% | -0.05% | -1.70% | -1.51% | 1.06% | 0.57% | -1.01% | -7.96% |
| 2021 | 2.28% | -6.51% | 1.41% | 7.38% | 3.94% | -2.53% | -4.87% | 9.94% | -5.16% | 12.65% | 12.04% | -6.59% | 23.35% |
| 2020 | 26.37% | -0.23% | -3.58% | 4.85% | 1.43% | 12.58% | 14.99% | 38.63% | -9.91% | -6.83% | 15.05% | 10.66% | 147.97% |
| 2019 | 0.15% | -0.26% | 3.53% | 2.30% | -11.97% | 4.68% | -1.75% | 0.91% | -0.13% | 4.03% | 4.45% | 19.73% | 25.59% |
| 2018 | 8.81% | 5.49% | -1.03% | 2.10% | 4.68% | 2.99% | 2.53% | 18.11% | 9.16% | -16.87% | 5.75% | -2.20% | 42.09% |
| 2017 | -2.10% | 13.16% | -1.83% | 1.77% | -3.74% | 2.55% | 0.56% | 0.23% | 0.50% | 7.63% | -1.77% | -1.67% | 15.05% |
| 2016 | -10.77% | -2.10% | 3.87% | 9.70% | 10.70% | 5.48% | 21.19% | 6.65% | 2.20% | 3.52% | 15.96% | 13.69% | 109.56% |
| 2015 | 0.65% | 9.12% | 1.41% | -4.36% | 4.89% | -1.92% | 5.45% | -1.31% | -1.77% | 3.56% | 6.39% | 1.90% | 25.77% |
| 2014 | 12.97% | 6.50% | -10.70% | -0.76% | 3.20% | 2.04% | -4.44% | 3.62% | 2.67% | -1.25% | 3.88% | -3.78% | 12.67% |
| 2013 | 27.09% | 0.46% | -0.99% | 8.27% | 37.61% | 5.48% | 6.82% | 18.62% | 14.14% | -6.59% | -11.25% | 0.91% | 140.33% |
| 2012 | -1.63% | 11.07% | 7.59% | -8.81% | -2.72% | 1.99% | 1.19% | -0.29% | 0.28% | -3.03% | 1.78% | 12.74% | 19.74% |
| 2011 | 28.04% | -3.87% | -11.27% | 0.63% | -3.97% | 1.01% | -5.38% | 1.27% | -1.04% | 1.03% | 2.48% | -4.02% | 0.44% |
| 2010 | -17.23% | 5.10% | 13.28% | 15.13% | 5.61% | -0.55% | 0.90% | 7.07% | 5.49% | 3.88% | 10.53% | -14.21% | 33.79% |
| 2009 | 0.62% | -0.99% | 0.69% | 1.17% | -3.51% | -3.50% | 10.75% | 10.09% | 2.74% | -14.99% | 9.12% | 17.65% | 29.18% |
| 2008 | -15.51% | 2.52% | 0.60% | 2.55% | 2.40% | -5.27% | -3.03% | -0.12% | -3.65% | -1.16% | -0.73% | 0.21% | -20.46% |
| 2007 | -2.04% | -2.28% | -0.63% | 3.99% | 5.87% | 4.18% | 4.24% | 3.56% | 7.88% | -2.63% | -2.09% | 5.12% | 27.32% |
| 2006 | 14.26% | -8.76% | 2.21% | -0.59% | -9.78% | 0.06% | 2.16% | 0.78% | 10.09% | 3.87% | 19.71% | -1.38% | 32.92% |
| 2005 | -4.61% | 14.56% | -8.54% | -5.58% | 6.74% | 7.40% | 3.03% | -1.08% | 6.12% | -1.75% | 4.15% | 2.47% | 22.68% |
| 2004 | 15.72% | -4.02% | -2.73% | -16.24% | 2.64% | 4.83% | -14.01% | 0.21% | 4.75% | 9.50% | 7.82% | -0.27% | 3.48% |
| 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 | -17.23% | -8.89% | -11.27% | -16.24% | -11.97% | -5.79% | -14.01% | -1.70% | -9.91% | -16.87% | -11.25% | -14.21% | -20.46% |
| Maximum | 28.04% | 17.56% | 13.28% | 18.94% | 37.61% | 12.58% | 21.19% | 38.63% | 14.14% | 20.54% | 19.71% | 19.73% | 147.97% |
| Moyenne | 2.55% | 2.24% | 0.78% | 2.20% | 3.98% | 1.87% | 1.17% | 5.12% | 1.40% | 0.50% | 4.91% | 2.58% | 34.30% |
| Médiane | -0.20% | 0.26% | 0.89% | 2.20% | 3.57% | 2.02% | 0.73% | 1.09% | 0.39% | 0.83% | 4.09% | 0.91% | 25.68% |
| % Positif | 50.00% | 53.85% | 57.69% | 69.23% | 69.23% | 69.23% | 53.85% | 73.08% | 61.54% | 53.85% | 84.62% | 56.00% | 88.46% |
| Échantillons | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 25 | 26 |