United Parcel Service Inc
Provider: Exchange
| Annualised Return | 4.87% |
| Realised Volatility | 23.98% |
| Downside Volatility | 16.56% |
| Max Drawdown | -54.26% |
| Winning months | 57.46% |
| Sharpe Ratio | 0.2 |
| Sortino Ratio | 0.29 |
| Calmar Ratio | 0.09 |
| Viking Ratio | 0.21 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -9.41% | 5.69% | -7.59% | -13.36% | 4.03% | 3.49% | -14.64% | 3.4% | -4.47% | 15.43% | 1.07% | -0.22% | -18.99% |
| 2024 | -9.75% | 5.65% | 0.25% | -0.77% | -4.75% | -1.5% | -4.74% | -0.14% | 6.06% | -1.67% | 2.48% | -7.09% | -15.93% |
| 2023 | 6.55% | -0.61% | 6.3% | -7.31% | -6.23% | 7.34% | 4.4% | -8.65% | -7.99% | -9.38% | 8.59% | 3.71% | -5.96% |
| 2022 | -5.66% | 4.82% | 1.92% | -16.08% | 2.13% | 0.16% | 6.77% | 0.55% | -16.95% | 3.86% | 14.15% | -8.38% | -16.21% |
| 2021 | -7.96% | 2.47% | 7.7% | 19.92% | 5.77% | -3.09% | -7.99% | 2.77% | -6.92% | 17.23% | -6.61% | 8.05% | 30.02% |
| 2020 | -11.57% | -11.72% | 3.24% | 1.33% | 6.44% | 11.5% | 28.4% | 15.34% | 1.84% | -5.71% | 9.55% | -1.56% | 48.64% |
| 2019 | 8.07% | 5.47% | 1.4% | -4.94% | -11.68% | 11.14% | 15.69% | 0.17% | 0.98% | -3.88% | 4.77% | -2.23% | 24.24% |
| 2018 | 6.86% | -17.3% | 0.24% | 8.45% | 3.11% | -8.52% | 12.86% | 3.27% | -4.99% | -8.75% | 9.11% | -15.4% | -15.48% |
| 2017 | -4.81% | -2.34% | 1.46% | 0.15% | -0.6% | 4.36% | -0.27% | 4.46% | 5.01% | -2.13% | 4.1% | -1.89% | 7.14% |
| 2016 | -3.15% | 4.42% | 9.24% | -0.38% | -1.13% | 4.49% | 0.35% | 1.75% | 0.13% | -1.46% | 8.33% | -1.1% | 22.72% |
| 2015 | -11.09% | 3.66% | -4.71% | 3.7% | -0.57% | -2.33% | 5.62% | -3.92% | 1.07% | 4.39% | 0.69% | -6.58% | -10.93% |
| 2014 | -9.37% | 1.28% | 1.68% | 1.15% | 6.16% | -1.17% | -5.43% | 0.95% | 0.99% | 6.74% | 5.43% | 1.14% | 8.67% |
| 2013 | 7.54% | 5.01% | 3.93% | -0.07% | 0.77% | 0.68% | 0.37% | -0.7% | 6.77% | 7.52% | 4.86% | 2.64% | 46.52% |
| 2012 | 3.36% | 2.53% | 4.84% | -3.2% | -3.38% | 5.1% | -4% | -1.65% | -3.03% | 2.35% | 0.62% | 0.85% | 3.86% |
| 2011 | -1.32% | 3.77% | 0.7% | 0.87% | -1.29% | -0.76% | -5.09% | -1.86% | -6.29% | 11.23% | 2.9% | 2.01% | 3.84% |
| 2010 | 0.7% | 2.52% | 9.65% | 7.34% | -8.6% | -9.35% | 14.26% | -1.13% | 4.53% | 0.97% | 4.86% | 3.49% | 30.27% |
| 2009 | -22.97% | -2.05% | 19.52% | 6.34% | -1.45% | -2.25% | 7.48% | 0.35% | 5.63% | -4.94% | 7.9% | -0.17% | 7.77% |
| 2008 | 3.18% | -3.13% | 3.96% | -0.84% | -1.3% | -13.45% | 2.62% | 2.38% | -1.92% | -16.08% | 10.1% | -4.24% | -19.74% |
| 2007 | -3.75% | -2.34% | -0.13% | 0.47% | 2.79% | 1.43% | 3.73% | 0.18% | -0.45% | 0% | -1.33% | -4.02% | -3.65% |