Broadcom Inc
Provider: Exchange
| Annualised Return | 38.1% |
| Realised Volatility | 29.03% |
| Downside Volatility | 15.58% |
| Max Drawdown | -31.7% |
| Winning months | 65.03% |
| Sharpe Ratio | 1.31 |
| Sortino Ratio | 2.45 |
| Calmar Ratio | 1.2 |
| Viking Ratio | 0.51 |
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% | 4.77% | 63.65% | ||
| 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% | 7.91% | -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% | 3.53% | 1.74% | 1.8% | 2.43% | -1.75% | 9.64% | 4.14% | 20.95% | 56.48% |
| 2020 | -3.44% | -10.66% | -11.55% | 14.56% | 7.23% | 9.48% | 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% | -0.64% | -3.69% | -2.65% | 9.88% | -3.1% | -8.6% | -1.23% | 13.49% | -9.42% | 6.23% | 8.24% | 2.19% |
| 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% | 0.2% | 15.7% | -5.67% | 5.91% | 0.99% | 4.24% | 8.92% | -1.92% | -1.3% | 0.13% | 4.27% | 23.65% |
| 2015 | 2.27% | 24.04% | -0.2% | -7.95% | 26.68% | -9.97% | -5.86% | 0.67% | -0.45% | -1.5% | 5.94% | 11.61% | 46.02% |
| 2014 | 3.32% | 12.93% | 4.82% | -1.4% | 11.28% | 2.4% | -3.73% | 18.32% | 6.36% | -0.86% | 8.29% | 8.1% | 93.21% |
| 2013 | 13.03% | -4.34% | 5.48% | -10.98% | 18.05% | -0.35% | -1.88% | 4.98% | 12.56% | 5.44% | -1.54% | 18.78% | 70.76% |
| 2012 | 17.62% | 10.8% | 3.99% | -11.5% | -4.02% | 8.95% | 2.79% | -0.88% | -4.25% | -5.25% | 6.28% | -9.39% | 11.62% |
| 2011 | 1.07% | 18.36% | -8.24% | 7.57% | 0.99% | 12.75% | -11.49% | -1.55% | -0.75% | 3.05% | -11.39% | -3.16% | 2.82% |
| 2010 | -4.99% | 4.46% | 13.26% | -0.27% | 0.67% | 2.01% | 3.35% | -7.44% | 11.74% | 9.65% | 5.77% | 9.11% | 55.75% |
| 2009 | 13.47% | -6.16% | -12.16% | 5.72% | 15.36% | 14.07% |