Harlyn Research Sterling Global Equity model: Key performance indicators
23 November 2018US EquitiesEM EquitiesEuro EquitiesJapan EquitiesUK EquitiesUK GiltsHarlyn
Last month return-5.9%-3.2%-7.3%-7.8%-5.3%0.8%-4.1%
Month to date return-2.0%-1.2%-2.0%-0.3%-1.6%1.1%0.3%
Year to date return17.8%11.3%7.0%11.5%5.4%2.4%6.7%
Current drawdown-7.7%-10.6%-11.9%-8.1%-7.9%0.0%0.0%
Annualised return
Last 12 months5.5%-7.1%-11.0%-3.8%-3.5%1.2%-4.8%
Last 3 years17.1%13.7%8.9%12.4%6.8%3.2%8.1%
Last 5 years15.3%6.3%5.7%10.5%4.9%3.9%5.5%
Last 10 years15.4%10.9%7.8%9.6%9.5%5.5%10.4%
Since inception9.5%6.9%6.9%2.1%6.8%6.2%11.0%
Sharpe ratio
Last 3 years1.440.890.640.930.620.560.73
Since inception0.380.160.18-0.070.240.540.68
Worst drawdown
Last 3 years-7.7%-23.2%-11.9%-8.1%-10.5%-4.2%-8.5%
Since inception-48.2%-59.0%-53.1%-59.2%-43.9%-8.1%-10.1%
All data based on monthly observations. Data for periods of longer than one year are annualised, apart from drawdowns.