Intercontinental Exchange Inc
Provider: Exchange
| Annualised Return | 11.86% |
| Realised Volatility | 27.32% |
| Downside Volatility | 19.11% |
| Max Drawdown | -70.51% |
| Winning months | 56.05% |
| Sharpe Ratio | 0.43 |
| Sortino Ratio | 0.62 |
| Calmar Ratio | 0.17 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.26% | 8.38% | -0.14% | -2.63% | 7.04% | 2.32% | -1.61% | 21.81% | |||||
| 2024 | -0.86% | 8.71% | -0.39% | -6.31% | 3.99% | 2.57% | 10.72% | 6.59% | -0.29% | -2.97% | 3.27% | -7.16% | 17.46% |
| 2023 | 4.83% | -5.35% | 2.89% | 4.45% | -2.74% | 7.14% | 1.52% | 2.78% | -6.42% | -2.35% | 5.96% | 13.22% | 27.12% |
| 2022 | -7.39% | 1.15% | 3.42% | -12.34% | -11.59% | -7.79% | 8.45% | -1.12% | -10.07% | 5.78% | 13.33% | -4.94% | -23.91% |
| 2021 | -4.28% | -0.04% | 1.53% | 5.4% | -4.1% | 5.46% | 0.95% | -0.25% | -3.67% | 20.59% | -5.59% | 4.88% | 19.94% |
| 2020 | 7.77% | -10.55% | -9.17% | 10.77% | 8.72% | -5.51% | 5.66% | 9.76% | -5.54% | -5.65% | 11.77% | 9.57% | 26.15% |
| 2019 | 1.9% | 0.51% | -0.94% | 6.84% | 1.06% | 4.87% | 2.23% | 6.4% | -0.99% | 2.22% | -0.16% | -1.42% | 24.47% |
| 2018 | 4.65% | -1.03% | -0.45% | -0.08% | -2.17% | 4.08% | 0.49% | 3.14% | -1.46% | 2.87% | 6.07% | -7.53% | 8.11% |
| 2017 | 3.44% | -2.11% | 5.14% | 0.55% | -0.02% | 9.86% | 1.2% | -3.06% | 6.55% | -3.78% | 8.09% | -0.97% | 26.61% |
| 2016 | 2.94% | -9.61% | -1.04% | 2.08% | 12.95% | -5.28% | 3.22% | 6.75% | -4.2% | 0.38% | 2.44% | 2.13% | 11.5% |
| 2015 | -6.18% | 14.4% | -0.61% | -3.75% | 5.46% | -5.27% | 1.98% | 0.16% | 3.21% | 7.41% | 2.95% | -1.07% | 18.29% |
| 2014 | -7.17% | 0.02% | -4.98% | 3.34% | -3.93% | -3.49% | 1.76% | -1.68% | 3.55% | 6.79% | 8.5% | -2.68% | -1.24% |
| 2013 | 12.07% | 11.58% | 5.33% | -0.09% | 5.08% | 3.83% | 2.64% | -1.48% | 0.93% | 6.23% | 10.67% | 5.77% | 82.21% |
| 2012 | -5.04% | 20.51% | -0.39% | -3.19% | -7.96% | 11.05% | -3.5% | 4.18% | -2.41% | -1.81% | 0.88% | -6.31% | 2.7% |
| 2011 | 1.12% | 6.4% | -3.63% | -2.58% | 0.25% | 3.37% | -1.13% | -4.34% | 0.26% | 9.83% | -6.28% | -0.96% | 1.18% |
| 2010 | -14.98% | 12.37% | 4.56% | 3.97% | -0.43% | -2.67% | -6.56% | -9.52% | 9.59% | 9.69% | -1.89% | 5.72% | 6.1% |
| 2009 | -30.94% | -0.28% | 31.18% | 17.63% | 23.05% | 5.98% | -17.66% | -0.28% | 3.61% | 3.09% | 6.59% | 5.16% | 36.22% |
| 2008 | -27.69% | -6.39% | 0.15% | 18.89% | -10.93% | -17.51% | -12.46% | -11.79% | -8.35% | 6.05% | -13.98% | 12.01% | -57.17% |
| 2007 | 8.24% | 15.49% | -18.94% | 3.92% | 14.13% | 2.01% | 2.22% | -3.48% | 4.13% | 17.17% | -6.19% | 15.3% | 59.61% |