Broadcom Inc
Provider: Exchange
| Annualised Return | 37.06% |
| Realised Volatility | 28.95% |
| Downside Volatility | 15.47% |
| Max Drawdown | -31.7% |
| Winning months | 64.13% |
| Sharpe Ratio | 1.28 |
| Sortino Ratio | 2.4 |
| Calmar Ratio | 1.17 |
| Viking Ratio | 0.47 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.71% | 10.21% | 2.35% | -1.9% | 2.17% | 21.23% | 0.08% | 1.33% | 6.29% | -1.58% | -2.6% | 49.72% | |
| 2023 | 4.63% | 1.59% | 8.73% | -2.34% | 28.96% | 7.93% | 3.6% | 2.7% | -9.51% | 1.3% | 10.03% | 21.14% | 104.18% |
| 2022 | -11.95% | 0.27% | 7.92% | -11.96% | 4.64% | -15.56% | 10.22% | -6.79% | -10.29% | 5.88% | 17.21% | 2.32% | -13.27% |
| 2021 | 2.89% | 4.3% | -0.55% | -1.61% | 3.54% | 1.75% | 1.8% | 2.43% | -1.76% | 9.64% | 4.14% | 20.95% | 56.48% |
| 2020 | -3.44% | -10.66% | -11.55% | 14.56% | 7.23% | 9.47% | 0.36% | 9.6% | 5.9% | -4.03% | 14.86% | 9.96% | 44.88% |
| 2019 | 5.49% | 2.65% | 10.18% | 5.88% | -20.97% | 15.49% | 0.74% | -2.53% | -1.43% | 6.08% | 7.98% | 0.95% | 29.05% |
| 2018 | -3.45% | -0.63% | -3.69% | -2.64% | 9.87% | -3.1% | -8.6% | -1.24% | 13.49% | -9.42% | 6.23% | 8.23% | 2.18% |
| 2017 | 12.86% | 5.73% | 4.28% | 0.84% | 8.45% | -2.27% | 5.84% | 2.19% | -3.39% | 8.81% | 5.32% | -6.96% | 48.19% |
| 2016 | -7.88% | 0.19% | 15.71% | -5.66% | 5.91% | 0.99% | 4.23% | 8.91% | -1.92% | -1.3% | 0.12% | 4.28% | 23.65% |
| 2015 | 2.28% | 24.05% | -0.21% | -7.95% | 26.69% | -9.97% | -5.86% | 0.66% | -0.68% | -1.27% | 5.94% | 11.61% | 46.04% |
| 2014 | 3.33% | 12.93% | 4.84% | -1.41% | 11.29% | 2.4% | -3.73% | 18.32% | 6.37% | -0.86% | 8.29% | 8.09% | 93.22% |
| 2013 | 13.02% | -4.34% | 5.47% | -10.97% | 18.05% | -0.35% | -1.87% | 4.99% | 12.53% | 5.45% | -1.54% | 18.77% | 70.74% |
| 2012 | 17.6% | 10.81% | 3.98% | -11.52% | -4% | 8.94% | 2.78% | -0.92% | -4.2% | -5.26% | 6.26% | -9.38% | 11.59% |
| 2011 | 1.05% | 18.39% | -8.27% | 7.59% | 0.98% | 12.76% | -11.5% | -1.55% | -0.73% | 3.05% | -11.4% | -3.14% | 2.85% |
| 2010 | -4.98% | 4.43% | 13.29% | -0.26% | 0.69% | 1.98% | 3.32% | -7.4% | 11.71% | 9.64% | 5.8% | 9.1% | 55.75% |
| 2009 | 10.94% | -6.21% | -12.13% | 5.74% | 15.32% | 11.49% |