Quanta Services Inc
Provider: Exchange
| Annualised Return | 16.65% |
| Realised Volatility | 30.83% |
| Downside Volatility | 18.89% |
| Max Drawdown | -51.13% |
| Winning months | 60.65% |
| Sharpe Ratio | 0.54 |
| Sortino Ratio | 0.88 |
| Calmar Ratio | 0.33 |
| Viking Ratio | 0.74 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -10.08% | 24.46% | 7.57% | -0.44% | 6.72% | -7.92% | 4.48% | 3.67% | 8.37% | 1.2% | 14.22% | -6.21% | 49.89% |
| 2023 | 6.8% | 6.05% | 3.25% | 1.85% | 4.68% | 10.67% | 2.63% | 4.09% | -10.83% | -10.66% | 12.68% | 14.65% | 51.7% |
| 2022 | -10.36% | 6.06% | 20.81% | -11.83% | 2.6% | 5.39% | 10.68% | 1.85% | -9.79% | 11.5% | 5.52% | -4.87% | 24.63% |
| 2021 | -2.15% | 18.99% | 4.93% | 9.92% | -1.33% | -4.95% | 0.36% | 12.32% | 11.54% | 6.55% | -6.18% | 0.77% | 59.5% |
| 2020 | -3.83% | -2.61% | -16.78% | 14.78% | 1.57% | 6.36% | 1.89% | 28.22% | 3.24% | 18.1% | 9.47% | 5.47% | 77.74% |
| 2019 | 17.41% | 0.85% | 5.89% | 7.69% | -14.38% | 9.98% | -2.02% | -9.41% | 11.62% | 11.24% | -0.98% | -2.11% | 35.84% |
| 2018 | -1.59% | -10.52% | -0.26% | -5.39% | 10.8% | -7.25% | 2.01% | 1.53% | -3.5% | -6.53% | 12.5% | -14.13% | -22.93% |
| 2017 | 2.98% | 3.98% | -0.56% | -4.5% | -13.49% | 7.37% | 2.46% | 6.52% | 4.01% | 0.96% | 0.45% | 3.19% | 12.22% |
| 2016 | -7.65% | 8.5% | 11.19% | 5.14% | 1.31% | -3.79% | 10.73% | 0.51% | 8.78% | 2.72% | 17.29% | 3.35% | 72.1% |
| 2015 | -6.73% | 8.69% | -0.87% | 1.33% | 1.42% | -1.71% | -4.16% | -12.24% | -0.13% | -16.93% | 9.65% | -8.16% | -28.67% |
| 2014 | -1.24% | 12.96% | 4.8% | -4.39% | -3.77% | 1.86% | -3.15% | 8.51% | -0.14% | -6.09% | -10.5% | -6.92% | -10.04% |
| 2013 | 6.16% | -1.97% | 0.63% | -3.85% | 3.24% | -6.73% | 1.32% | -2.5% | 5.24% | 9.81% | -1.99% | 6.59% | 15.65% |
| 2012 | 0.28% | -3.24% | 0% | 5.84% | 2.08% | 6.6% | -4.49% | 4.39% | 2.92% | 4.98% | -0.27% | 5.53% | 26.69% |
| 2011 | 19.13% | -3.88% | -1.67% | -3.34% | -8.9% | 2.28% | -8.32% | 3.62% | -2.08% | 11.18% | -1.44% | 4.61% | 8.13% |
| 2010 | -12.57% | 4.28% | 0.84% | 5.06% | 2.98% | -0.39% | 4.02% | -16.48% | 6.35% | 3.04% | -10.43% | 13.12% | -4.41% |
| 2009 | 7.98% | -17.68% | 21.88% | 5.97% | 0.35% | 1.4% | 0.78% | -5.1% | 0.05% | -4.2% | -11.56% | 11.15% | 5.25% |
| 2008 | -16.46% | 8.94% | -2.97% | 14.54% | 20.72% | 3.84% | -7.18% | 3.43% | -15.44% | -26.84% | -17.71% | 21.77% | -24.54% |
| 2007 | 7.15% | 12.69% | 8.8% | 9% | 9.17% | 2.2% | -7.3% | -0.56% | -6.44% | 24.76% | -17.03% | -4.16% | 36.69% |