Verisk Analytics Inc
Provider: Exchange
| Annualised Return | 16.99% |
| Realised Volatility | 19.83% |
| Downside Volatility | 12.16% |
| Max Drawdown | -25.05% |
| Winning months | 60.75% |
| Sharpe Ratio | 0.86 |
| Sortino Ratio | 1.4 |
| Calmar Ratio | 0.68 |
| Viking Ratio | 0.35 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.36% | 3.29% | 1.2% | 9.09% | |||||||||
| 2024 | 1.12% | 0.15% | -2.39% | -7.54% | 15.98% | 6.79% | -2.89% | 4.23% | -1.64% | 2.52% | 7.09% | -6.26% | 16% |
| 2023 | 3.04% | -5.87% | 12.34% | 1.17% | 12.88% | 3.32% | 1.29% | 5.8% | -2.33% | -3.76% | 6.19% | -0.93% | 36.24% |
| 2022 | -14.25% | -9.58% | 21.23% | -4.93% | -14.28% | -0.86% | 9.91% | -1.62% | -8.73% | 7.21% | 0.48% | -3.81% | -22.33% |
| 2021 | -11.6% | -10.71% | 8.02% | 6.51% | -8.17% | 1.26% | 8.71% | 6.22% | -0.6% | 4.99% | 6.94% | 1.85% | 10.85% |
| 2020 | 8.79% | -4.53% | -9.98% | 9.65% | 12.99% | -1.27% | 10.88% | -1.08% | -0.58% | -3.96% | 11.43% | 4.83% | 39.89% |
| 2019 | 7.68% | 7.68% | 5.4% | 6.12% | -0.81% | 4.79% | 3.59% | 6.47% | -1.95% | -8.5% | 1.92% | 1.43% | 37.92% |
| 2018 | 4.22% | 2.14% | 1.77% | 2.36% | -0.2% | 1.32% | 2.77% | 7.66% | 1.23% | -0.59% | 2.9% | -11.58% | 13.58% |
| 2017 | 1.81% | 0.34% | -2.15% | 2.06% | -2.32% | 4.3% | 3.43% | -7.12% | 2.64% | 2.24% | 13.37% | -0.44% | 18.27% |
| 2016 | -5.05% | -0.22% | 9.72% | -2.93% | 2.33% | 2.13% | 5.18% | -2.61% | -2.13% | 0.33% | 1.88% | -2.3% | 5.58% |
| 2015 | 0.47% | 11.59% | -0.57% | 5.1% | -3.28% | 0.25% | 7.35% | -6.44% | 6.46% | -7.96% | 4.66% | 2.58% | 20.03% |
| 2014 | -2.83% | -0.23% | -5.89% | 0.22% | -1.5% | 1.4% | 0.03% | 6.91% | -5.14% | 2.4% | -0.59% | 3.34% | -2.54% |
| 2013 | 8.22% | 6% | 5.39% | -0.54% | -4.03% | 1.5% | 7.81% | -3.39% | 4.47% | 5.48% | -4.98% | 0.94% | 28.94% |
| 2012 | -0.17% | 8.59% | 7.98% | 4.22% | -2.15% | 2.84% | 2.01% | -3.5% | -1.81% | 7.37% | -2.5% | 2.27% | 27.01% |
| 2011 | -0.73% | -4.37% | 1.27% | 0.43% | 3.5% | 1.67% | -3.81% | 4.62% | -0.2% | 1.09% | 11.75% | 2.16% | 17.75% |
| 2010 | -7.13% | 0.64% | -0.35% | -0.64% | 7.96% | -1.16% | -0.7% | -6.3% | 0.68% | 6.43% | 1.54% | 12.59% | 12.55% |
| 2009 | 3.05% | -1.9% | 12.52% | 13.76% |