WW Grainger Inc
Provider: Exchange
| Annualised Return | 18.37% |
| Realised Volatility | 24.59% |
| Downside Volatility | 13.22% |
| Max Drawdown | -34.38% |
| Winning months | 56.74% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 1.39 |
| Calmar Ratio | 0.53 |
| Viking Ratio | 0.51 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.08% | 8.9% | 4.5% | -9.43% | 0.23% | -2.09% | 8.26% | 1.04% | 5.47% | 6.78% | 5.85% | 42.56% | |
| 2023 | 5.97% | 13.69% | 3.05% | 0.98% | -6.43% | 21.5% | -6.35% | -3.04% | -3.12% | 5.49% | 7.98% | 5.41% | 50.53% |
| 2022 | -4.46% | -3.31% | 8.12% | -3.06% | -2.24% | -6.7% | 19.61% | 2.42% | -11.85% | 19.45% | 3.5% | -7.76% | 8.75% |
| 2021 | -10.76% | 2.71% | 7.57% | 8.13% | 6.98% | -5.23% | 1.5% | -2.09% | -9.37% | 17.82% | 4.3% | 7.65% | 28.8% |
| 2020 | -10.59% | -7.87% | -10.46% | 10.9% | 12.93% | 1.47% | 8.71% | 7.47% | -2.37% | -1.89% | 19.99% | -2.38% | 22.85% |
| 2019 | 4.61% | 3.64% | -1.26% | -6.29% | -6.71% | 2.5% | 8.5% | -5.48% | 8.59% | 3.93% | 3.09% | 6.81% | 22.25% |
| 2018 | 14.14% | -2.53% | 7.92% | -0.33% | 10.32% | -0.19% | 12.37% | 2.56% | 0.94% | -20.55% | 11.1% | -10.09% | 21.69% |
| 2017 | 8.75% | -1.35% | -6.13% | -17.21% | -10% | 4.79% | -7.64% | -1.74% | 10.57% | 9.99% | 12.64% | 6.75% | 4.35% |
| 2016 | -2.91% | 10.93% | 7.62% | 0.47% | -2.11% | -0.48% | -3.7% | 5.99% | -2.52% | -7.44% | 11.43% | 0.73% | 17.27% |
| 2015 | -7.47% | 0.91% | -0.46% | 5.35% | -2.8% | -1.53% | -3.36% | -1.8% | -3.78% | -2.33% | -3.97% | 1.02% | -18.91% |
| 2014 | -8.2% | 9.2% | -0.93% | 0.69% | 2% | -1.59% | -7.52% | 5.18% | 2.21% | -1.93% | -0.03% | 3.75% | 1.52% |
| 2013 | 7.63% | 4.35% | -0.65% | 9.55% | 4.84% | -2.04% | 3.95% | -5.3% | 5.81% | 2.77% | -3.78% | -0.97% | 28.04% |
| 2012 | 1.9% | 9.26% | 3.41% | -3.25% | -6.45% | -1.24% | 7.11% | 0.94% | 1.17% | -3.34% | -3.29% | 4.3% | 9.75% |
| 2011 | -4.81% | 1.73% | 3.36% | 10.11% | 0.1% | 1.71% | -3.44% | 4.34% | -2.96% | 14.56% | 9.5% | 0.16% | 37.82% |
| 2010 | 2.53% | 2.85% | 6.36% | 2.24% | -7.49% | -2.26% | 12.63% | -5.11% | 12.59% | 4.13% | 1.16% | 10.55% | 45.3% |
| 2009 | -7.47% | -8.8% | 6.08% | 19.52% | -5.5% | 3.87% | 9.81% | -2.21% | 2.16% | 4.89% | 4.74% | -0.89% | 25.45% |
| 2008 | -9.3% | -6.79% | 3.71% | 13.51% | 5.74% | -10.37% | 9.43% | 1.03% | -3.4% | -9.66% | -9.71% | 11.72% | -8.2% |
| 2007 | 9.68% | -0.1% | -0.06% | 6.97% | 7.02% | 5.68% | -6.11% | 5.29% | -0.46% | -1.39% | -1.41% | -0.88% | 25.59% |