Hewlett Packard Enterprise Co
Provider: Exchange
| Annualised Return | 21.5% |
| Realised Volatility | 35.65% |
| Downside Volatility | 17.64% |
| Max Drawdown | -49.15% |
| Winning months | 55.64% |
| Sharpe Ratio | 0.6 |
| Sortino Ratio | 1.22 |
| Calmar Ratio | 0.44 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -10.41% | -0.23% | 11.61% | 20.83% | 49.6% | 5.12% | 6.18% | 9.06% | 22.61% | -13.77% | 132.09% | ||
| 2025 | -0.75% | -6.51% | -21.48% | 5.12% | 6.54% | 19.21% | 1.17% | 9.09% | 9.39% | -0.57% | -10.44% | 10.49% | 15.54% |
| 2024 | -9.95% | -0.39% | 17.27% | -4.12% | 3.82% | 20.67% | -5.95% | -2.71% | 6.38% | -4.74% | 8.88% | 1.24% | 29.14% |
| 2023 | 1.06% | -3.22% | 2.94% | -10.11% | 0.7% | 17.35% | 3.45% | -2.24% | 2.96% | -11.46% | 9.95% | 1.2% | 9.72% |
| 2022 | 3.55% | -2.51% | 5.74% | -7.78% | 1.23% | -14.3% | 7.39% | -4.49% | -11.11% | 19.12% | 17.59% | -4.18% | 4.49% |
| 2021 | 4.14% | 17.99% | 8.99% | 1.78% | -0.37% | -7.94% | -0.55% | 6.62% | -7.07% | 2.81% | -2.05% | 10.75% | 37.37% |
| 2020 | -12.17% | -8.18% | -23.25% | 3.6% | -3.48% | 1.26% | 1.44% | -2.03% | -1.85% | -7.79% | 27.78% | 8.41% | -21.92% |
| 2019 | 18.02% | 5.07% | -5.13% | 2.46% | -13.22% | 9.84% | -3.88% | -3.83% | 10.6% | 8.17% | -3.53% | 0.95% | 23.75% |
| 2018 | 14.21% | 13.35% | -5.28% | -2.79% | -10.62% | -3.45% | 5.68% | 7.06% | -0.65% | -6.5% | -1.64% | -11.25% | -5.61% |
| 2017 | -1.99% | 0.62% | 4.16% | 4.93% | 0.97% | -11.46% | 5.55% | 3.14% | 5.5% | -5.37% | 0.22% | 3.47% | 8.58% |
| 2016 | -9.47% | -3.56% | 34.09% | -6.03% | 10.86% | -0.78% | 15.05% | 2.19% | 5.91% | -0.57% | 5.92% | -2.51% | 54.68% |
| 2015 | -12.99% | 0.95% | 2.66% | -9.83% |