GE Aerospace
Provider: Exchange
| Annualised Return | 8.57% |
| Realised Volatility | 28.32% |
| Downside Volatility | 18.86% |
| Max Drawdown | -81.08% |
| Winning months | 53% |
| Sharpe Ratio | 0.3 |
| Sortino Ratio | 0.45 |
| Calmar Ratio | 0.11 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.75% | 18.48% | 11.88% | 15.8% | 2.05% | -3.74% | 7.25% | 2.6% | 6.43% | 83.21% | |||
| 2023 | 23.09% | 5.26% | 12.96% | 3.53% | 2.59% | 8.19% | 4.07% | 0.19% | -3.35% | -1.74% | 12.12% | 4.85% | 95.79% |
| 2022 | 0.01% | 1.09% | -4.11% | -18.52% | 5.02% | -18.58% | 16.08% | -0.64% | -15.6% | 25.68% | 10.49% | -2.44% | -10.92% |
| 2021 | -1.11% | 17.42% | 4.78% | -0.08% | 7.16% | -4.19% | -3.79% | 1.75% | -2.18% | 1.79% | -9.42% | -0.46% | 9.69% |
| 2020 | 11.56% | -12.61% | -26.95% | -14.36% | -3.38% | 4.11% | -11.13% | 4.45% | -1.57% | 19.1% | 37.2% | 6.19% | -2.73% |
| 2019 | 34.21% | 6.39% | -3.75% | 1.8% | -7.18% | 11.34% | -0.48% | -21.05% | 8.48% | 11.63% | 12.93% | -0.89% | 53.98% |
| 2018 | -7.34% | -12.02% | -4.46% | 4.38% | 0.07% | -2.48% | 0.15% | -5.06% | -11.92% | -10.54% | -25.74% | 1.07% | -55.39% |
| 2017 | -6.01% | 1.17% | -0.03% | -2.72% | -5.55% | -0.52% | -5.18% | -4.14% | -0.52% | -16.63% | -9.28% | -3.93% | -42.92% |
| 2016 | -6.58% | 0.94% | 9.09% | -3.27% | -1.69% | 4.92% | -1.08% | 0.32% | -4.45% | -1.76% | 5.7% | 3.5% | 4.62% |
| 2015 | -5.46% | 9.79% | -4.54% | 9.15% | 0.7% | -1.74% | -1.77% | -4.9% | 2.52% | 14.67% | 3.53% | 4.82% | 27.53% |
| 2014 | -10.35% | 2.24% | 1.65% | 3.86% | -0.37% | -1.09% | -4.3% | 3.3% | -0.55% | 0.74% | 2.63% | -3.71% | -6.66% |
| 2013 | 6.15% | 5.07% | -0.43% | -3.59% | 4.62% | 0.24% | 5.09% | -5.05% | 4.04% | 9.42% | 1.99% | 5.99% | 37.86% |
| 2012 | 4.47% | 2.72% | 5.35% | -2.44% | -2.5% | 10.1% | -0.43% | -0.19% | 10.49% | -7.27% | 0.33% | 0.24% | 21.25% |
| 2011 | 10.11% | 4.59% | -4.16% | 1.99% | -3.96% | -3.18% | -5.04% | -8.93% | -5.79% | 9.79% | -4.79% | 13.66% | 1.34% |
| 2010 | 6.28% | 0.5% | 13.33% | 3.63% | -13.31% | -11.24% | 11.79% | -10.17% | 13.05% | -1.42% | -1.19% | 16.45% | 24.29% |
| 2009 | -25.12% | -27.78% | 18.8% | 25.12% | 6.56% | -12.34% | 14.33% | 3.73% | 18.83% | -13.15% | 12.34% | -4.94% | -1.86% |
| 2008 | -4.61% | -5.43% | 11.68% | -11.65% | -6.06% | -12.15% | 5.99% | -0.67% | -8.03% | -23.49% | -11.99% | -3.83% | -53.94% |
| 2007 | -3.12% | -2.4% | 1.29% | 4.24% | 1.95% | 2.6% | 1.25% | 0.28% | 7.23% | -0.58% | -6.97% | -2.36% | 2.68% |
| 2006 | -6.56% | 1.12% | 5.81% | -0.55% | -0.95% | -3.07% | -0.82% | 4.19% | 4.39% | -0.54% | 0.48% | 6.25% | 9.33% |
| 2005 | -1.01% | -1.96% | 2.44% | 0.39% | 0.77% | -4.43% | -0.43% | -2.58% | 0.84% | 0.71% | 5.34% | -1.18% | -1.43% |
| 2004 | 8.55% | -2.71% | -6.15% | -1.87% | 3.91% | 4.74% | 2.62% | -1.38% | 3.02% | 1.61% | 3.63% | 3.84% | 20.67% |
| 2003 | -4.97% | 4.76% | 6.03% | 15.49% | -2.55% | 0.58% | -0.84% | 3.97% | 1.44% | -2.68% | -1.17% | 8.77% | 30.73% |
| 2002 | -7.31% | 4.12% | -2.73% | -15.75% | -1.3% | -6.13% | 10.84% | -6.37% | -17.67% | 2.43% | 7.41% | -9.53% | -37.68% |
| 2001 | -4.08% | 1.13% | -9.65% | 15.93% | 0.97% | -0.51% | -10.48% | -5.79% | -8.81% | -2.12% | 5.74% | 4.57% | -15.06% |
| 2000 | -13.41% | -1.21% | 17.91% | 1.04% | 0.4% | 0.71% | -2.22% | 13.42% | -1.16% | -5.19% | -9.58% | -2.96% | -6.03% |
| 1999 | 2.82% | -4.35% | 10.67% | -4.75% | -3.5% | 11.12% | -3.24% | 3.04% | 5.87% | 14.29% | -3.97% | 19.23% | 53.58% |
| 1998 | 5.62% | 0.32% | 11.29% | -1.16% | -2.13% | 9% | -1.26% | -10.55% | -0.19% | 9.98% | 3.29% | 13.25% | 41.02% |
| 1997 | 4.68% | -0.6% | -3.04% | 11.84% | 8.78% | 7.66% | 8.31% | -10.78% | 9.22% | -5.05% | 14.31% | -0.25% | 50.98% |
| 1996 | 6.6% | -1.63% | 3.77% | -0.8% | 7.12% | 4.83% | -4.68% | 1.06% | 10.03% | 6.32% | 7.49% | -4.45% | 40.3% |
| 1995 | 0.98% | 6.31% | -0.63% | 3.7% | 3.57% | -2.08% | 4.66% | -0.21% | 8.98% | -0.78% | 6.13% | 7.95% | 45.14% |
| 1994 | 2.74% | -2.2% | -4.45% | -4.75% | 4.46% | -5.56% | 8.04% | -1.24% | -2.55% | 1.56% | -5.88% | 11.78% | 0.22% |
| 1993 | 0.73% | -2.03% | 6.41% | 1.68% | 2.34% | 3.93% | 2.87% | -0.25% | -1.79% | 1.17% | 1.42% | 7.34% | 26.06% |
| 1992 | -1.63% | 4.48% | -2.98% | 1.15% | -0.33% | 2.54% | -1.61% | -3.27% | 6.53% | -1.92% | 8.47% | 3.49% | 15.08% |
| 1991 | 11.55% | 7.04% | 2.39% | 1.62% | 9.92% | -4.21% | -1.01% | 2.22% | -6.66% | -0.54% | -6.16% | 19.14% | 37.37% |
| 1990 | -6.55% | -0.04% | 4.05% | -0.39% | 8.35% | 0.54% | 3.43% | -13.44% | -11.35% | -4.59% | 5.29% | 5.78% | -11.06% |