Period: Jan 1, 2000 - Mar 12, 2026
19.72%
Jan 2000 - Mar 2026
24.33%
31.60%
49.27%
67.66%
154.84%
214.68%
1,353.96%
5,157.66%
| Metric | Value |
|---|---|
| Start Balance | 10,000.00 |
| End Balance | 1,116,220.98 |
| Annualized Return | 19.72% |
| Standard Deviation | 1.05% |
| Best Month | 9.80% |
| Worst Month | -5.07% |
| Maximum Drawdown | 27.49% |
| Sharpe Ratio | 0.43 |
| Sortino Ratio | 0.47 |
| Rendement moyen (mois positifs) | 0.61% |
| Rendement moyen (mois négatifs) | -0.67% |
| % de mois positifs | 62.74% |
| Mois consécutifs négatifs (max) | 7 (Jun 2008 - Jul 2008) |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 25.43% | -0.87% | -2.92% | - | - | - | - | - | - | - | - | - | 20.71% |
| 2025 | 1.79% | -4.98% | -0.96% | -0.02% | 1.22% | 2.25% | 6.13% | 3.28% | 4.01% | 9.17% | -0.11% | 5.85% | 30.42% |
| 2024 | 1.85% | 9.65% | 1.02% | -7.92% | 5.71% | 3.78% | -3.10% | 0.38% | 0.31% | -1.52% | 15.93% | 3.70% | 31.64% |
| 2023 | 3.30% | 0.40% | 4.23% | 0.20% | 11.01% | 2.41% | 5.80% | -2.21% | -5.76% | -0.26% | 0.83% | 2.55% | 23.81% |
| 2022 | -5.63% | 1.94% | 3.31% | -1.85% | 2.92% | -2.28% | 0.39% | -2.45% | -1.36% | 1.99% | -0.01% | -2.63% | -5.90% |
| 2021 | -2.07% | 2.12% | 3.29% | 2.92% | 2.24% | 3.56% | 0.09% | 3.00% | -6.22% | 6.60% | 11.07% | -1.80% | 26.53% |
| 2020 | 10.70% | -1.75% | -2.72% | 4.50% | 2.76% | 7.60% | 9.13% | 24.28% | -6.33% | -5.81% | 9.31% | 8.09% | 72.85% |
| 2019 | -0.38% | 1.44% | 1.74% | 0.85% | -5.63% | 4.29% | -0.05% | 0.32% | -1.04% | 1.42% | 5.92% | 10.90% | 20.63% |
| 2018 | 5.13% | 2.30% | -3.60% | 1.81% | 4.45% | 0.75% | 0.87% | 11.00% | 4.83% | -8.83% | 3.08% | -3.68% | 18.01% |
| 2017 | 1.09% | 6.61% | 1.20% | -0.50% | 4.29% | -1.01% | 0.62% | 1.07% | -0.65% | 5.78% | 1.74% | 1.66% | 23.83% |
| 2016 | -5.74% | -3.51% | 4.96% | 1.81% | 7.16% | 2.02% | 9.37% | 2.81% | 0.79% | -1.46% | 8.36% | 7.25% | 37.92% |
| 2015 | -0.09% | 7.40% | -2.58% | 1.78% | 6.54% | 0.06% | 5.88% | -2.76% | -0.89% | 4.61% | 3.22% | 0.27% | 25.32% |
| 2014 | -1.89% | 10.42% | -7.79% | -2.08% | 0.01% | 2.10% | -3.05% | 6.28% | -0.64% | -4.21% | 5.08% | -0.33% | 2.60% |
| 2013 | 13.12% | 0.05% | 2.80% | 9.71% | 11.22% | -0.64% | 5.00% | 7.08% | 7.67% | -0.96% | -1.86% | 4.52% | 73.50% |
| 2012 | -0.92% | 5.80% | 6.71% | -5.00% | -5.82% | 3.29% | 1.32% | 1.51% | 0.33% | -2.83% | 0.18% | 3.13% | 7.09% |
| 2011 | 11.84% | 1.51% | -3.68% | 0.79% | -2.06% | 0.70% | -1.90% | -1.07% | -1.23% | 1.08% | 1.51% | -1.05% | 5.77% |
| 2010 | -15.53% | 0.53% | 6.07% | 10.85% | -1.65% | -1.00% | 0.52% | 2.56% | 5.08% | 2.72% | 5.46% | -4.65% | 8.78% |
| 2009 | -0.51% | -1.23% | 0.68% | 1.33% | -3.84% | -0.42% | 7.59% | 6.22% | 3.49% | -5.71% | 9.85% | 8.32% | 27.37% |
| 2008 | -15.24% | 1.05% | 0.88% | 2.67% | 1.37% | -4.32% | -0.40% | -1.79% | -1.53% | -4.00% | -0.86% | 0.32% | -20.88% |
| 2007 | 0.25% | -4.24% | 0.17% | 8.88% | 11.03% | 2.03% | 2.50% | 1.28% | 4.33% | 4.26% | -3.43% | 3.49% | 33.85% |
| 2006 | 10.71% | -4.00% | 1.21% | -0.36% | -7.49% | -0.54% | -0.13% | 0.85% | 5.96% | 3.97% | 8.46% | -3.99% | 13.97% |
| 2005 | -4.83% | 7.21% | -5.10% | -1.79% | 3.33% | 3.05% | 4.70% | -0.02% | 5.13% | -0.23% | 9.07% | 2.07% | 23.76% |
| 2004 | 3.05% | -2.73% | -1.14% | -9.85% | 1.76% | 1.38% | -2.10% | -0.02% | 3.52% | 11.70% | 2.83% | 1.21% | 8.56% |
| 2003 | -1.82% | 1.93% | 3.46% | 7.07% | 11.14% | -2.97% | 1.16% | 10.09% | -2.76% | 21.35% | 1.34% | -2.10% | 55.83% |
| 2002 | -3.15% | -5.01% | 1.05% | -0.69% | -0.20% | -2.20% | -2.78% | -0.15% | -0.43% | 0.45% | 4.03% | -5.19% | -13.72% |
| 2001 | -3.79% | -2.71% | -2.00% | 2.71% | 0.13% | -0.16% | -4.64% | -1.50% | -3.06% | 0.73% | 5.47% | 3.22% | -5.94% |
| 2000 | -4.76% | 11.18% | 3.29% | 6.09% | 0.08% | 6.77% | -2.29% | 2.88% | 0.13% | -2.24% | -4.33% | 0.73% | 17.55% |
| Metric | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Année |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Minimum | -15.53% | -5.01% | -7.79% | -9.85% | -7.49% | -4.32% | -4.64% | -2.76% | -6.33% | -8.83% | -4.33% | -5.19% | -20.88% |
| Maximum | 25.43% | 11.18% | 6.71% | 10.85% | 11.22% | 7.60% | 9.37% | 24.28% | 7.67% | 21.35% | 15.93% | 10.90% | 73.50% |
| Moyenne | 0.81% | 1.50% | 0.50% | 1.30% | 2.37% | 1.17% | 1.56% | 2.80% | 0.53% | 1.45% | 3.93% | 1.61% | 20.88% |
| Médiane | -0.38% | 1.05% | 1.02% | 1.09% | 2.00% | 1.07% | 0.57% | 1.17% | -0.15% | 0.59% | 3.15% | 1.43% | 20.71% |
| % Positif | 44.44% | 62.96% | 62.96% | 61.54% | 73.08% | 61.54% | 61.54% | 65.38% | 50.00% | 53.85% | 76.92% | 65.38% | 85.19% |
| Échantillons | 27 | 27 | 27 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 27 |