NRG Energy Inc
Provider: Exchange
| Annualised Return | 12.25% |
| Realised Volatility | 33.99% |
| Downside Volatility | 20.25% |
| Max Drawdown | -74.57% |
| Winning months | 57.77% |
| Sharpe Ratio | 0.36 |
| Sortino Ratio | 0.6 |
| Calmar Ratio | 0.16 |
| Viking Ratio | 0.26 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.37% | 4.3% | 22.36% | 7.95% | 11.46% | -3.88% | -3.45% | 13.71% | 7.16% | 2.7% | 84.35% | ||
| 2023 | 8.77% | -4.18% | 4.57% | 0.77% | -1.11% | 10.65% | 2.63% | -1.16% | 2.58% | 11.01% | 12.88% | 8.07% | 69.36% |
| 2022 | -6.49% | -5.23% | 1.37% | -5.52% | 28.25% | -17.09% | -0.17% | 9.35% | -7.29% | 16.93% | -4.39% | -25.04% | -23.47% |
| 2021 | 11.16% | -11.83% | 3.34% | -4.21% | -10.25% | 25.35% | 3.14% | 10.74% | -10.6% | -1.52% | -9.7% | 19.6% | 18.54% |
| 2020 | -6.44% | -9.98% | -17.92% | 24.08% | 7.52% | -9.68% | 4.77% | 1.77% | -10.67% | 3.85% | 3.57% | 14.66% | -2.14% |
| 2019 | 3.39% | 1.88% | 1.92% | -3.01% | -17.32% | 3.17% | -2.71% | 6.62% | 8.79% | 1.39% | -0.97% | 0.05% | 0.69% |
| 2018 | -8.57% | -0.58% | 18.06% | 1.64% | 10.42% | -10.31% | 3.26% | 11.75% | 5.68% | -3.15% | 6.19% | 3.04% | 39.59% |
| 2017 | 35.16% | 0.12% | 12.92% | -9.47% | -4.97% | 7.22% | 43.15% | 1.18% | 2.73% | -2.19% | 10.6% | 3% | 133.69% |
| 2016 | -8.26% | 1.32% | 20.69% | 16.3% | 8.48% | -8.49% | -7.47% | -12.5% | -7.43% | -4.9% | 6.68% | 8.11% | 6.46% |
| 2015 | -7.95% | -2.76% | 5.05% | 0.77% | -0.16% | -9.21% | -1.23% | -11.27% | -25.45% | -12.22% | -4.11% | -4.77% | -55.02% |
| 2014 | -2.6% | 4.38% | 9.39% | 3.33% | 8.92% | 4.38% | -16.4% | -0.58% | -0.97% | -1.17% | 4.27% | -13.79% | -4.46% |
| 2013 | 4.79% | 0% | 10.38% | 5.66% | -8.43% | 4.62% | 0.89% | -2.13% | 4.11% | 4.82% | -7.26% | 8.54% | 27.02% |
| 2012 | -6.84% | 1.3% | -8.36% | 8.49% | -9.88% | 13.32% | 14.69% | 7.67% | 0.23% | 1.21% | -2.13% | 8.96% | 27.98% |
| 2011 | 6.19% | -3.66% | 7.75% | 12.35% | 2.31% | -0.73% | -0.24% | -4.4% | -9.51% | 0.99% | -8.12% | -7.93% | -7.27% |
| 2010 | 2.12% | -9.42% | -4.3% | 15.65% | -3.39% | -9.17% | 6.93% | -10.41% | 2.46% | -4.37% | -2.66% | 0.83% | -17.24% |
| 2009 | 0.13% | -19.09% | -6.88% | 2.16% | 25.14% | 15.38% | 4.82% | -1.32% | 4.99% | -18.45% | 4.13% | -1.38% | 1.2% |
| 2008 | -10.96% | 6.94% | -5.52% | 12.72% | -5.37% | 3.15% | -15.41% | 3.72% | -34.25% | -6.06% | 1.89% | -1.52% | -46.17% |
| 2007 | 7% | 10.71% | 8.58% | 9.61% | 11.31% | -5.4% | -7.26% | -1.19% | 11.03% | 7.97% | -7.16% | 2.24% | 54.76% |
| 2006 | 2.44% | -10.4% | 4.55% | 5.24% | 4.54% | -3.16% | 2.22% | 2.82% | -10.55% | 6.29% | 18.21% | -1.6% | 18.87% |
| 2005 | -2.91% | 10.03% | -11.32% | -8.93% | 14.95% | 5.18% | 1.99% | 4.35% | 6.45% | 0.96% | 1.53% | 7.9% | 30.71% |
| 2004 | -8.68% | -3.5% | 15.03% | -2.25% | -2.58% | 17.31% | 7.22% | 2.86% | -1.5% | 2.97% | 15.36% | 12.66% | 64.61% |
| 2003 | 12.47% | 12.47% |