Bank of New York Mellon Corp/The
Provider: Exchange
| Annualised Return | 6.58% |
| Realised Volatility | 24.78% |
| Downside Volatility | 14.37% |
| Max Drawdown | -59.03% |
| Winning months | 56.54% |
| Sharpe Ratio | 0.27 |
| Sortino Ratio | 0.46 |
| Calmar Ratio | 0.11 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 12.46% | 3.51% | -3.5% | 12.34% | |||||||||
| 2024 | 7.38% | 1.14% | 2.73% | -1.25% | 5.52% | 0.47% | 9.47% | 4.84% | 5.34% | 5.52% | 8.64% | -6.16% | 51.9% |
| 2023 | 11.94% | 0.61% | -10.69% | -5.43% | -5.61% | 10.75% | 2.83% | -1.08% | -4.95% | 0.66% | 13.69% | 7.72% | 18.52% |
| 2022 | 2.63% | -10.31% | -6.62% | -14.58% | 10.82% | -10.51% | 5.09% | -4.44% | -7.25% | 10.3% | 9% | -0.83% | -19.14% |
| 2021 | -5.43% | 5.85% | 12.17% | 6.16% | 4.41% | -1.63% | 0.88% | 7.58% | -6.12% | 14.85% | -7.45% | 6% | 40.55% |
| 2020 | -10.44% | -10.9% | -15.59% | 12.44% | -0.99% | 3.98% | -6.45% | 3.15% | -7.14% | 0.91% | 13.85% | 8.49% | -12.91% |
| 2019 | 11.74% | 0.31% | -3.91% | -0.96% | -14.04% | 3.42% | 6.98% | -10.36% | 7.49% | 4.1% | 4.75% | 2.78% | 9.56% |
| 2018 | 5.71% | 0.58% | -9.64% | 6.24% | 0.44% | -1.5% | -0.33% | -2.47% | -2.22% | -6.6% | 8.41% | -8.26% | -10.85% |
| 2017 | -5.19% | 5.39% | 0.19% | 0.04% | 0.13% | 8.28% | 4.41% | -1.41% | 1.42% | -2.51% | 6.39% | -1.61% | 15.68% |
| 2016 | -11.71% | -2.29% | 4.07% | 9.72% | 4.52% | -7.63% | 1.9% | 5.76% | -4.3% | 8.97% | 9.59% | -0.08% | 17.05% |
| 2015 | -10.85% | 8.72% | 2.81% | 5.64% | 2.41% | -3.21% | 3.81% | -8.3% | -1.63% | 6.81% | 5.26% | -5.98% | 3.29% |
| 2014 | -8.1% | 0.13% | 10.28% | -3.54% | 2.04% | 8.45% | 4.61% | 0.36% | -1.15% | 0.43% | 3.38% | 1.35% | 18.29% |
| 2013 | 6.19% | -0.07% | 3.13% | 1.37% | 6.52% | -6.69% | 12.65% | -5.44% | 1.51% | 5.84% | 5.97% | 3.68% | 38.66% |
| 2012 | 1.75% | 9.84% | 9.14% | -1.45% | -13.91% | 7.81% | -2.44% | 5.92% | 0.35% | 9.82% | -3.12% | 7.35% | 32.15% |
| 2011 | 3.7% | -2.69% | -1.71% | -2.61% | -2.93% | -8.86% | -1.49% | -17.68% | -10.06% | 15.18% | -8.55% | 2.31% | -32.83% |
| 2010 | 4.32% | -1.96% | 8.28% | 1.1% | -12.62% | -9.23% | 1.89% | -3.23% | 7.71% | -3.75% | 7.7% | 11.89% | 9.39% |
| 2009 | -7.98% | -13.87% | 27.42% | -9.48% | 9.03% | 5.51% | -6.41% | 8.3% | -2.09% | -7.74% | -0.08% | 4.99% | 1.02% |
| 2008 | -4.08% | -5.7% | -4.88% | 4.91% | 2.3% | -15.05% | -5.53% | -2.51% | -5.87% | 2.03% | -8.43% | -6.22% | -40.41% |
| 2007 | -1.14% | 3.23% | -4.98% | 9.18% | 11.26% | -1.82% | 1.67% | 17.57% |