Harlyn Research Sterling Global Equity model: Key performance indicators
15 June 2018US EquitiesEM EquitiesEuro EquitiesJapan EquitiesUK EquitiesUK GiltsHarlyn
Last month return6.3%1.1%-0.3%1.4%3.2%1.4%1.3%
Month to date return2.1%-0.8%1.3%1.8%-0.7%-0.3%0.4%
Year to date return18.9%19.1%18.8%19.3%13.6%1.2%9.4%
Current drawdown0.0%-4.3%-2.2%0.0%-0.7%0.0%0.0%
Annualised return
Last 12 months11.7%7.2%2.7%9.1%5.0%-0.9%0.9%
Last 3 years16.9%9.8%11.1%13.4%6.9%3.1%7.2%
Last 5 years16.4%7.2%9.9%12.4%7.4%3.2%6.8%
Last 10 years13.8%6.0%4.6%8.2%6.8%5.9%10.2%
Since inception9.7%7.4%7.5%2.5%7.3%6.2%11.3%
Sharpe ratio
Last 3 years1.490.570.811.050.610.520.64
Since inception0.390.180.20-0.050.270.540.71
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.