Lockheed Martin Corp
Provider: Exchange
| Annualised Return | 12.07% |
| Realised Volatility | 21.23% |
| Downside Volatility | 14.9% |
| Max Drawdown | -44.93% |
| Winning months | 61.88% |
| Sharpe Ratio | 0.57 |
| Sortino Ratio | 0.81 |
| Calmar Ratio | 0.27 |
| Viking Ratio | 0.2 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -4.73% | -2.72% | -0.08% | 6.95% | 0.97% | -3.33% | 0.94% | -2.41% | |||||
| 2024 | -5.26% | 0.46% | 6.22% | 2.21% | 1.16% | -0.02% | 16.02% | 4.83% | 3.47% | -6.59% | -3.05% | -7.64% | 10.02% |
| 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% | 11.88% | 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% | 3.06% | 2.65% | 4.91% | 2.36% | 5.05% | 1.84% | -3.21% | -1.34% | 2.78% | 8.4% | -5.77% | 18.39% |
| 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% | 1.33% | 0.53% | 33.76% |
| 2013 | -5.87% | 2.65% | 9.68% | 2.66% | 7.96% | 2.49% | 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% | 0.01% | -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% | -2.43% | -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 | 5.98% | 0.42% | -0.25% | -0.91% | 2.4% | -4.05% | 4.62% | 1.02% | 9.43% | 1.43% | 0.95% | -4.89% | 16.44% |