Cincinnati Financial Corp
Provider: Exchange
| Annualised Return | 10.94% |
| Realised Volatility | 22.75% |
| Downside Volatility | 16.23% |
| Max Drawdown | -51.29% |
| Winning months | 57.89% |
| Sharpe Ratio | 0.48 |
| Sortino Ratio | 0.67 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.2 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -4.63% | 7.85% | 0.54% | -5.76% | 8.34% | -0.67% | -0.95% | 4.13% | 3.51% | -2.22% | 8.41% | -2.28% | 15.99% |
| 2024 | 7.09% | 2.89% | 9.66% | -6.83% | 1.63% | 1.16% | 10.6% | 4.91% | -0.07% | 3.46% | 13.49% | -9.58% | 42.48% |
| 2023 | 10.51% | 6.67% | -6.49% | -5.03% | -9.34% | 1.61% | 10.54% | -1.66% | -2.64% | -2.56% | 3.13% | 1.39% | 4% |
| 2022 | 3.42% | 4.21% | 11.31% | -9.78% | 4.24% | -6.4% | -18.19% | -0.39% | -6.98% | 15.35% | 7.39% | -7.12% | -7.89% |
| 2021 | -3.75% | 16.39% | 5.95% | 9.3% | 8.01% | -3.68% | 1.08% | 4.68% | -6.94% | 6.32% | -6.21% | 0.57% | 33.28% |
| 2020 | -0.19% | -11.16% | -18.46% | -12.79% | -10.41% | 9.68% | 21.71% | 1.9% | -1.05% | -9.27% | 7.93% | 15.3% | -14.15% |
| 2019 | 4.78% | 7.03% | -0.41% | 11.97% | 2.14% | 6.1% | 3.53% | 4.81% | 4.23% | -2.97% | -5.44% | -1.25% | 38.87% |
| 2018 | 2.57% | -3% | 0.27% | -5.28% | -1.38% | -2.87% | 13.12% | 1.38% | 0.87% | 2.38% | 3.93% | -4.62% | 6.25% |
| 2017 | -6.83% | 3.37% | -0.28% | -0.25% | -2.79% | 4.09% | 5.12% | 0.89% | 0.31% | -8.36% | 7.21% | 1% | 2.34% |
| 2016 | -2.6% | 9.56% | 4.28% | 0.99% | 4.68% | 9.14% | -0.25% | 3.23% | -1.56% | -6.15% | 8.42% | -0.66% | 31.54% |
| 2015 | -2.55% | 4.45% | 1.87% | -4.95% | -0.12% | 0.11% | 10.02% | -5.22% | 3.7% | 11.95% | 1.46% | -1.68% | 19.03% |
| 2014 | -7.49% | -3.24% | 4.77% | 0.12% | 0.62% | -1.11% | -4.2% | 4.5% | -1.26% | 7.27% | 0.95% | 2.61% | 2.62% |
| 2013 | 8.38% | 6.06% | 5.83% | 3.58% | -3.21% | -2.14% | 6.73% | -6.79% | 4.18% | 6.13% | 4.74% | 0.73% | 38.48% |
| 2012 | 7.29% | 7.62% | -0.75% | 3.3% | 1.21% | 6.69% | -0.6% | 2.19% | -1.06% | 5.2% | 1.71% | -2.35% | 34.22% |
| 2011 | 1.1% | 6.27% | -2.5% | -3.39% | -3.98% | -2.73% | -6.34% | 2.16% | -4.31% | 9.91% | 2.45% | 4.13% | 1.49% |
| 2010 | 0.57% | 1.89% | 8.98% | -1.63% | -4.4% | -3.51% | 6.49% | -3.19% | 9.56% | 2.19% | 2.36% | 6.46% | 27.48% |
| 2009 | -24.56% | -6.34% | 13.37% | 4.72% | -5.6% | 0.54% | 8.05% | 6.5% | 2.62% | -2.42% | 0.63% | 4.42% | -3.59% |
| 2008 | -2.53% | -3.55% | 3.42% | -5.63% | -2.45% | -26.51% | 9.61% | 6.47% | -2.76% | -8.62% | 12.5% | 0.66% | -22.75% |
| 2007 | -1.88% | -3.4% | -1.08% | 6.7% | 0.4% | -3.69% | -9.68% | 7.5% | 3.6% | -8.15% | 0.5% | -0.2% | -10.35% |