Caterpillar Inc
Provider: Exchange
| Annualised Return | 15.2% |
| Realised Volatility | 32.61% |
| Downside Volatility | 20.87% |
| Max Drawdown | -69.41% |
| Winning months | 58.77% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.73 |
| Calmar Ratio | 0.22 |
| Viking Ratio | 0.37 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.77% | -7.4% | -4.11% | -5.77% | 12.53% | 11.54% | 13.24% | -4.33% | 13.87% | 21.33% | -0.26% | 1.17% | 62.99% |
| 2024 | 2.04% | 11.21% | 9.72% | -8.36% | 1.18% | -1.6% | 4.36% | 2.86% | 9.83% | -3.47% | 7.95% | -10.67% | 24.66% |
| 2023 | 5.82% | -5.05% | -4.47% | -3.87% | -5.96% | 19.59% | 8.3% | 6.02% | -2.89% | -16.77% | 10.91% | 17.93% | 25.95% |
| 2022 | -2.03% | -6.94% | 18.79% | -5.06% | 2.52% | -17.18% | 11.68% | -6.83% | -11.17% | 32.81% | 9.22% | 1.33% | 18.6% |
| 2021 | 0.98% | 18.07% | 7.41% | -1.18% | 5.69% | -9.73% | -4.49% | 1.99% | -8.96% | 6.86% | -5.23% | 6.93% | 15.95% |
| 2020 | -10.43% | -5.41% | -6.6% | 1.21% | 3.22% | 5.3% | 5.83% | 7.1% | 4.81% | 5.94% | 10.53% | 4.86% | 26.97% |
| 2019 | 5.47% | 3.14% | -1.35% | 3.52% | -14.07% | 13.76% | -2.65% | -9.62% | 6.14% | 9.95% | 5.03% | 2.04% | 19.51% |
| 2018 | 3.78% | -5.01% | -4.69% | -1.56% | 5.23% | -10.69% | 6.64% | -3.44% | 9.82% | -19.93% | 11.83% | -6.34% | -17.56% |
| 2017 | 4% | 1.05% | -4.03% | 11.16% | 3.1% | 1.93% | 6.8% | 3.11% | 6.15% | 9.54% | 3.94% | 11.64% | 75.03% |
| 2016 | -7.27% | 8.77% | 13.06% | 2.53% | -6.7% | 4.55% | 10.22% | -0.98% | 8.32% | -5.15% | 14.5% | -2.95% | 42.11% |
| 2015 | -11.91% | 3.66% | -3.46% | 9.46% | -1.8% | -0.59% | -6.44% | -2.79% | -14.63% | 13.09% | -0.47% | -6.46% | -22.97% |
| 2014 | 4.09% | 3.26% | 2.48% | 6.69% | -3.01% | 6.3% | -6.7% | 8.26% | -9.21% | 3.18% | -0.8% | -9.02% | 3.48% |
| 2013 | 9.8% | -6.12% | -5.85% | -2.02% | 1.33% | -3.86% | 1.21% | -0.45% | 1.04% | 0.65% | 1.49% | 7.34% | 3.42% |
| 2012 | 20.98% | 4.66% | -6.73% | -3.11% | -14.74% | -3.09% | -0.19% | 1.33% | 0.83% | -0.83% | 0.51% | 5.73% | 1.59% |
| 2011 | 4.06% | 6.1% | 8.18% | 4.08% | -8.33% | 0.62% | -6.81% | -7.89% | -18.86% | 28.63% | 3.62% | -7.44% | -1.45% |
| 2010 | -7.71% | 9.21% | 10.17% | 9.01% | -10.77% | -1.14% | 16.89% | -6.58% | 20.75% | 0.45% | 7.63% | 10.71% | 68.53% |
| 2009 | -30.19% | -20.23% | 13.61% | 28.89% | -0.34% | -6.82% | 35.03% | 2.84% | 13.29% | 8.04% | 6.05% | -2.4% | 33.22% |
| 2008 | -1.61% | 1.89% | 8.24% | 5.06% | 0.93% | -10.67% | -5.26% | 1.74% | -15.74% | -35.26% | 7.3% | 8.98% | -36.8% |
| 2007 | 5.55% | 0.56% | 4.04% | 8.81% | 8.21% | -0.36% | 1.06% | -3.85% | 3.51% | -4.42% | -3.63% | 0.92% | 21.12% |