Parametric Volatility Risk Premium - Defensive Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -4.53 | 1.64 | -6.92 | 0 |
| 2019 | 4.54 | 1.48 | 1.46 | 1.79 | -3.35 | 3.46 | 0.79 | -0.52 | 1.41 | 1.65 | 1.53 | 0.25 | 15.3 |
| 2020 | 0 | -6.53 | -10.22 | 5.89 | 2.83 | 1.56 | 3.61 | 3.22 | -2.19 | -1.54 | 5.91 | 1.41 | 3.9 |
| 2021 | 0 | 1.85 | 3.16 | 3.65 | 0.82 | 1.49 | 1.32 | 1.95 | -2.2 | 3.41 | -0.35 | 1.69 | 16.5 |
| 2022 | -3.18 | -1 | 2.38 | -4.79 | 0.22 | -4.58 | 4.72 | -2.51 | -5.53 | 4.82 | 3.45 | -9.47 | -15.4 |
| 2023 | 3.6 | -0.63 | 2.46 | 1.78 | 0.99 | 3.24 | 1.83 | -0.22 | -2.66 | -0.37 | 3.56 | -2.72 | 11.1 |
| 2024 | 1.32 | 2.83 | 2.12 | -2.42 | 13.5 |