Bank of America Corp
Provider: Exchange
| Annualised Return | 6.83% |
| Realised Volatility | 36.79% |
| Downside Volatility | 26.85% |
| Max Drawdown | -91.67% |
| Winning months | 56.94% |
| Sharpe Ratio | 0.19 |
| Sortino Ratio | 0.25 |
| Calmar Ratio | 0.07 |
| Viking Ratio | 0.11 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.01% | 2.21% | 9.85% | -2.4% | 8.05% | 0.05% | 1.36% | 1.09% | -1.99% | 0.63% | 20.94% | ||
| 2023 | 7.13% | -3.33% | -16.08% | 2.38% | -5.09% | 4.06% | 11.54% | -9.66% | -4.5% | -3.8% | 16.68% | 10.43% | 4.83% |
| 2022 | 3.71% | -4.2% | -6.29% | -13.44% | 4.26% | -15.84% | 8.61% | -0.59% | -9.55% | 19.34% | 5.02% | -11.99% | -23.82% |
| 2021 | -2.18% | 17.07% | 12.02% | 4.76% | 4.59% | -2.33% | -6.96% | 8.84% | 2.2% | 12.56% | -6.93% | 0.53% | 49.61% |
| 2020 | -6.79% | -13.19% | -25.03% | 13.28% | 0.29% | -0.85% | 4.76% | 3.46% | -5.76% | -1.62% | 18.82% | 8.31% | -11.63% |
| 2019 | 15.54% | 2.66% | -5.12% | 10.84% | -13.01% | 9.61% | 5.79% | -10.33% | 6.73% | 7.2% | 6.56% | 6.28% | 46.19% |
| 2018 | 8.4% | 0.31% | -6.22% | -0.23% | -2.54% | -2.93% | 9.54% | 0.16% | -4.29% | -6.65% | 3.27% | -12.75% | -15% |
| 2017 | 2.44% | 9.01% | -4.13% | -1.06% | -3.67% | 8.25% | -0.58% | -0.45% | 6.07% | 8.09% | 3.29% | 4.79% | 35.69% |
| 2016 | -15.98% | -11.46% | 8.4% | 7.69% | 1.58% | -9.97% | 9.19% | 11.91% | -3.04% | 5.43% | 28.48% | 4.64% | 33.37% |
| 2015 | -15.32% | 4.36% | -2.35% | 3.51% | 3.58% | 3.46% | 5.05% | -8.61% | -4.34% | 7.7% | 3.87% | -3.17% | -4.78% |
| 2014 | 7.58% | -1.31% | 4.12% | -11.98% | 0% | 1.58% | -0.78% | 5.51% | 6.29% | 0.64% | -0.7% | 5.3% | 15.74% |
| 2013 | -2.5% | -0.71% | 8.46% | 1.07% | 10.97% | -5.79% | 13.53% | -3.29% | -2.2% | 1.23% | 13.24% | -1.52% | 34.51% |
| 2012 | 28.24% | 11.92% | 20.08% | -15.26% | -9.25% | 11.29% | -10.27% | 8.85% | 10.65% | 5.55% | 5.79% | 17.87% | 109.82% |
| 2011 | 2.92% | 4.08% | -6.65% | -7.88% | -4.32% | -6.64% | -11.4% | -15.76% | -25.09% | 11.6% | -20.19% | 2.21% | -58.12% |
| 2010 | 0.8% | 9.75% | 7.21% | -0.11% | -11.72% | -8.65% | -2.3% | -11.25% | 5.24% | -12.62% | -4.36% | 21.94% | -11.16% |
| 2009 | -53.27% | -39.97% | 73.13% | 30.94% | 26.2% | 17.23% | 12.05% | 18.93% | -3.75% | -13.83% | 8.71% | -4.92% | 7.48% |
| 2008 | 7% | -9.99% | -3% | -0.98% | -9.4% | -28.44% | 37.83% | -5.35% | 14.64% | -30.94% | -32.77% | -11.38% | -63.09% |
| 2007 | -1.52% | -2.25% | 0.37% | -0.24% | 0.73% | -3.59% | -3.01% | 6.87% | 0.45% | -3.96% | -4.45% | -9.26% | -18.83% |
| 2006 | -4.16% | 3.66% | 0.42% | 9.62% | -2.04% | -0.62% | 7.13% | 0.96% | 4.08% | 0.56% | 1.01% | -0.85% | 20.7% |
| 2005 | -1.32% | 0.6% | -4.55% | 2.13% | 2.84% | -0.57% | -4.41% | -0.15% | -2.16% | 3.9% | 6.05% | 0.57% | 2.4% |
| 2004 | 1.28% | 0.57% | -0.18% | -0.6% | 3.28% | 2.78% | 0.46% | 5.82% | -2.7% | 3.37% | 3.3% | 2.55% | 21.52% |
| 2003 | 0.69% | -1.16% | -2.55% | 10.79% | 0.2% | 7.42% | 4.48% | -4.02% | -0.52% | -2.96% | -0.4% | 7.75% | 20.15% |
| 2002 | 0.13% | 2.43% | 6.36% | 6.56% | 4.59% | -6.43% | -5.49% | 5.38% | -8.14% | 9.4% | 0.4% | 0.2% | 14.55% |
| 2001 | 17.32% | -4.76% | 7.99% | 2.28% | 6.81% | 1.32% | 5.98% | -3.33% | -4.17% | 1.01% | 4.05% | 3.55% | 42.7% |
| 2000 | -3.49% | -5.03% | 15.25% | -6.56% | 14.18% | -22.44% | 10.17% | 14.22% | -2.25% | -8.23% | -15.74% | 14.87% | -4.49% |
| 1999 | 11.23% | -2.34% | 8.86% | 1.33% | -9.61% | 14.14% | -9.46% | -8.85% | -7.26% | 15.71% | -9.06% | -13.62% | -14% |
| 1998 | -1.54% | 14.4% | 7.07% | 4.2% | -0.66% | 2.09% | 3.99% | -27.9% | -6.34% | 7.48% | 13.37% | -7.12% | 1.29% |
| 1997 | 10.61% | 10.98% | -7.01% | 8.78% | -2.48% | 10.27% | 10.26% | -16.07% | 4.14% | -3.33% | 0.42% | 1.88% | 27.28% |
| 1996 | 0.36% | 6.37% | 8.64% | -0.31% | 1.56% | 2.56% | 4.08% | -1.02% | 2.77% | 8.49% | 9.95% | -5.04% | 44.42% |
| 1995 | 3.32% | 8.03% | 1.75% | -1.48% | 14.27% | -5.3% | 4.66% | 10.25% | 9.57% | -2.23% | 9.63% | -2.62% | 59.8% |
| 1994 | 3.57% | -2.78% | -6.39% | 14.21% | 6.86% | -7.22% | 8.51% | 0.84% | -12.11% | 1.02% | -8.34% | 0.56% | -4.42% |
| 1993 | 4.62% | -0.47% | 2.87% | -9.15% | -4.24% | 5.3% | 1.51% | 3.08% | 0% | -9.47% | 1.98% | 3.98% | -1.42% |
| 1992 | 8.31% | 7.96% | -3.46% | 4.95% | -2.62% | 3.24% | -3.41% | -6.01% | 3.5% | 4.22% | 9.79% | 1.98% | 30.59% |
| 1991 | 22.95% | 4% | 19.83% | 6.5% | 14.24% | -14.38% | -2.8% | 12.2% | -7.77% | 4.91% | -8.03% | 19.47% | 85.08% |
| 1990 | -10.72% | 6.8% | -12.92% | -1.94% | 2.92% | -3.23% | -4.33% | -8.08% | -34.48% | -19.3% | 39.14% | -3.19% | -49.21% |