Detailed monthly performance analysis showing consistent risk-adjusted returns with superior monthly metrics compared to traditional market benchmarks.
| Metric | CAP | S&P 500 | Advantage |
|---|---|---|---|
| Average Rate of Return | 1.30% | 0.79% | +0.51% |
| Maximum Gain | 8.57% | 13.18% | -4.61% |
| Gain Frequency | 85.45% | 62.13% | +23.32% |
| Average Gain | 1.65% | 3.38% | -1.73% |
| Gain Deviation | 1.63% | 2.56% | -0.93% |
| Metric | CAP | S&P 500 | Advantage |
|---|---|---|---|
| Standard Deviation | 1.75% | 4.35% | -2.60% |
| Worst Loss | -2.24% | -21.76% | +19.52% |
| Loss Frequency | 14.55% | 37.69% | -23.14% |
| Average Loss | -0.78% | -3.48% | +2.70% |
| Loss Deviation | 0.64% | 3.16% | -2.52% |
| Metric | CAP | S&P 500 | Advantage |
|---|---|---|---|
| Sharpe Ratio (RFR=1%) | 0.69 | 0.16 | +0.53 |
| Skewness | 1.74 | -0.57 | +2.31 |
| Kurtosis | 5.34 | 1.74 | Higher Peak |
85.45% monthly gain frequency vs 62.13% for S&P 500
1.30% average monthly return vs 0.79% for S&P 500
60% lower monthly volatility (1.75% vs 4.35%)
*Past performance does not guarantee future results. All performance figures are based on historical monthly data and may not be indicative of future performance.
Investment in the fund involves substantial risk and may not be suitable for all investors. Please read the offering memorandum carefully before investing.
Monthly performance data is net of management fees and expenses. Individual investor returns may vary based on timing of investment and redemption. Risk-free rate (RFR) used for Sharpe ratio calculation is 1% annually.