Harlyn Research Sterling Global Equity model: Key performance indicators
07 September 2018US EquitiesEM EquitiesEuro EquitiesJapan EquitiesUK EquitiesUK GiltsHarlyn
Last month return2.5%-2.2%-1.3%0.0%-2.2%0.3%0.4%
Month to date return-0.6%-2.5%-2.7%-2.8%-2.0%-0.1%-1.1%
Year to date return26.5%14.5%15.5%14.8%9.6%1.4%10.0%
Current drawdown-0.6%-8.0%-5.0%-2.8%-4.3%0.0%0.0%
Annualised return
Last 12 months16.9%-4.0%-1.3%5.1%1.8%-1.0%-0.5%
Last 3 years21.6%15.6%12.4%14.2%8.7%3.1%9.2%
Last 5 years18.2%8.6%9.4%12.0%6.8%4.0%7.4%
Last 10 years14.5%7.0%5.3%8.5%7.1%5.5%10.7%
Since inception9.9%7.1%7.3%2.3%7.0%6.2%11.2%
Sharpe ratio
Last 3 years1.910.960.921.100.810.530.86
Since inception0.410.170.20-0.060.260.530.70
Worst drawdown
Last 3 years-6.8%-23.2%-12.9%-9.1%-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.