Lockheed Martin Corp
Provider: Exchange
| Annualised Return | 13.88% |
| Realised Volatility | 23.74% |
| Downside Volatility | 18.45% |
| Max Drawdown | -68.78% |
| Winning months | 62.36% |
| Sharpe Ratio | 0.58 |
| Sortino Ratio | 0.75 |
| Calmar Ratio | 0.2 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -5.26% | 0.46% | 6.22% | 2.21% | 1.16% | -0.02% | 16.02% | 4.83% | 3.47% | 4.02% | 36.81% | ||
| 2023 | -4.78% | 3.02% | -0.32% | -1.75% | -3.76% | 3.69% | -3.04% | 1.11% | -8.79% | 11.17% | -0.81% | 1.22% | -4.31% |
| 2022 | 9.49% | 12.25% | 1.75% | -2.1% | 2.49% | -2.31% | -3.76% | 2.2% | -8.05% | 25.99% | 0.32% | 0.27% | 40.48% |
| 2021 | -9.34% | 3.41% | 11.89% | 2.99% | 1.11% | -1.01% | -1.77% | -2.49% | -4.09% | -3.7% | 1.13% | 6.63% | 3.15% |
| 2020 | 9.95% | -13.06% | -8.36% | 14.78% | 0.45% | -6.05% | 3.85% | 3.61% | -1.79% | -8.65% | 4.98% | -2.75% | -6.49% |
| 2019 | 10.64% | 7.58% | -2.99% | 11.05% | 2.22% | 7.38% | -0.38% | 6.67% | 1.55% | -3.43% | 4.45% | -0.42% | 52.55% |
| 2018 | 10.53% | -0.12% | -4.12% | -5.06% | -1.35% | -6.08% | 10.38% | -1.13% | 7.97% | -15.06% | 2.99% | -12.84% | -16.35% |
| 2017 | 0.56% | 6.8% | 0.38% | 0.69% | 5.01% | -1.25% | 5.23% | 5.16% | 1.6% | -0.69% | 4.21% | 0.6% | 31.77% |
| 2016 | -2.83% | 3.04% | 2.65% | 4.91% | 2.36% | 5.05% | 1.84% | -3.21% | -1.34% | 2.78% | 8.4% | -5.77% | 18.37% |
| 2015 | -2.18% | 6.98% | 1.45% | -8.06% | 1.65% | -1.22% | 11.4% | -2.14% | 3.05% | 6.04% | 0.43% | -0.92% | 16.18% |
| 2014 | 1.51% | 8.44% | 0.58% | 0.55% | 0.53% | -1.78% | 3.88% | 5% | 5.05% | 4.26% | 1.32% | 0.53% | 33.76% |
| 2013 | -5.87% | 2.65% | 9.68% | 2.66% | 7.96% | 2.48% | 10.75% | 2.87% | 4.19% | 4.54% | 7.24% | 4.93% | 68.11% |
| 2012 | 1.76% | 8.61% | 1.64% | 0.76% | -7.44% | 5.17% | 2.51% | 3.22% | 2.46% | 0.31% | 0.84% | -1.08% | 19.52% |
| 2011 | 13.86% | 0.39% | 1.57% | -1.43% | -0.75% | 3.94% | -6.47% | -1.03% | -2.09% | 4.49% | 4.3% | 3.52% | 20.7% |
| 2010 | -1.1% | 5.2% | 7.02% | 2.01% | -5.1% | -6.78% | 0.87% | -6.68% | 2.53% | 0.02% | -3.51% | 2.75% | -3.84% |
| 2009 | -2.43% | -22.45% | 9.38% | 13.76% | 7.24% | -3.56% | -7.3% | 1.06% | 4.13% | -11.9% | 13.18% | -2.44% | -7.59% |
| 2008 | 2.53% | -3.99% | -3.78% | 6.79% | 3.61% | -9.85% | 5.75% | 12.01% | -5.81% | -22.45% | -8.62% | 9.04% | -18.56% |
| 2007 | 5.56% | 0.42% | -0.25% | -0.91% | 2.4% | -4.05% | 4.62% | 1.02% | 9.43% | 1.43% | 0.96% | -4.89% | 15.98% |
| 2006 | 6.32% | 8.15% | 3.1% | 1.02% | -4.09% | -1.04% | 11.07% | 4.04% | 4.19% | 1.01% | 4.46% | 1.79% | 46.99% |
| 2005 | 4.07% | 2.87% | 3.11% | -0.18% | 6.88% | -0.03% | -3.81% | 0.14% | -1.93% | -0.79% | 0.56% | 5% | 16.52% |
| 2004 | -5.41% | -4.36% | -1.38% | 4.51% | 4.33% | 5.13% | 1.75% | 1.91% | 3.72% | -1.24% | 10.9% | -8.7% | 9.99% |
| 2003 | -11.6% | -10.2% | 4% | 5.26% | -7.01% | 2.48% | 10.03% | -1.89% | -9.92% | 0.46% | -0.43% | 11.88% | -9.89% |
| 2002 | 13.5% | 6.7% | 2.07% | 9.24% | -1.18% | 12.01% | -7.76% | -1.05% | 2.13% | -10.47% | -9.65% | 10.63% | 24.68% |
| 2001 | 2.15% | 8.02% | -4.55% | -1.37% | 9.22% | -3.24% | 6.94% | 0.88% | 9.76% | 11.47% | -4.53% | 0.48% | 38.99% |
| 2000 | -15.43% | -5.75% | 17.94% | 21.72% | -0.3% | 0.5% | 13.35% | 1.29% | 16.05% | 8.86% | -4.57% | -0.44% | 58.03% |
| 1999 | -16.81% | 6.91% | 0.77% | 14.07% | -5.6% | -7.88% | -6.54% | 6.91% | -11.65% | -38.81% | 0.47% | 10.07% | -46.9% |
| 1998 | 5.65% | 12.13% | -3.25% | -1% | 1.15% | -5.68% | -5.85% | -11.77% | 15.13% | 10.48% | -6.46% | -18.31% | -12.6% |
| 1997 | 0.55% | -3.8% | -4.66% | 6.55% | 5.06% | 10.62% | 2.72% | -2.16% | 2.83% | -10.84% | 3.14% | 0.9% | 9.48% |
| 1996 | -4.59% | 1.69% | -0.49% | 6.26% | 4.54% | 0.15% | -1.12% | 1.75% | 7.13% | -0.55% | 1.56% | 0.96% | 18.05% |
| 1995 | -1.21% | 9.22% | 3.64% | 6.1% | -0.4% | -2.61% | 10.26% | 1.3% | 8.42% | 7.66% | 50.05% |