Automatic Data Processing Inc
Provider: Exchange
| Annualised Return | 14.92% |
| Realised Volatility | 19.13% |
| Downside Volatility | 12.33% |
| Max Drawdown | -28.61% |
| Winning months | 61.64% |
| Sharpe Ratio | 0.78 |
| Sortino Ratio | 1.21 |
| Calmar Ratio | 0.52 |
| Viking Ratio | 0.47 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.51% | 4.02% | -2.77% | 4.69% | |||||||||
| 2024 | 5.5% | 2.18% | 0.02% | -3.14% | 1.25% | -1.98% | 10.03% | 5.06% | 0.8% | 4.52% | 6.12% | -4.13% | 28.41% |
| 2023 | -5.46% | -2.65% | 1.85% | -1.18% | -5% | 5.78% | 12.5% | 2.97% | -5.04% | -9.29% | 5.36% | 1.94% | -0.25% |
| 2022 | -16.39% | -0.84% | 11.85% | -4.11% | 2.18% | -5.34% | 14.8% | 1.36% | -7.05% | 6.86% | 9.28% | -9.13% | -1.29% |
| 2021 | -6.29% | 5.39% | 8.86% | -0.79% | 4.83% | 1.8% | 5.54% | -0.28% | -3.93% | 12.29% | 2.85% | 7.27% | 42.6% |
| 2020 | 0.52% | -9.71% | -11.12% | 7.32% | -0.14% | 2.23% | -10.73% | 4.65% | 0.96% | 13.24% | 10.08% | 1.88% | 5.86% |
| 2019 | 6.65% | 9.43% | 4.93% | 2.91% | -2.6% | 3.75% | 0.72% | 1.99% | -4.49% | 0.5% | 5.27% | 0.38% | 32.71% |
| 2018 | 5.5% | -6.72% | -1.05% | 4.05% | 10.11% | 3.69% | 0.63% | 8.71% | 3.15% | -4.37% | 2.32% | -10.55% | 14.25% |
| 2017 | -1.74% | 1.61% | 0.32% | 2.05% | -2.03% | 0.65% | 16.06% | -10.46% | 3.22% | 6.35% | -1.55% | 2.94% | 16.54% |
| 2016 | -1.92% | 1.93% | 6.59% | -1.42% | -0.68% | 5.23% | -3.18% | 0.97% | -1.21% | -1.29% | 10.29% | 7.68% | 24.29% |
| 2015 | -1.01% | 7.65% | -3.04% | -1.28% | 1.15% | -5.62% | -0.57% | -3.07% | 4.59% | 8.25% | -0.84% | -1.18% | 4.1% |
| 2014 | -5.2% | 1.54% | -0.05% | 0.91% | 2.21% | 0.1% | 2.56% | 2.67% | 0.1% | 11.97% | 4.72% | -2.09% | 20.19% |
| 2013 | 4.15% | 3.49% | 6.72% | 3.55% | 2.05% | 0.85% | 4.69% | -1.29% | 2.32% | 3.65% | 6.71% | 1.54% | 45.58% |
| 2012 | 1.43% | -0.84% | 2.35% | 0.78% | -6.24% | 7.55% | 1.6% | 2.66% | 1.72% | -1.48% | -1.81% | 1.08% | 8.54% |
| 2011 | 3.5% | 4.38% | 3.35% | 5.94% | 1.38% | -3.76% | -2.26% | -2.84% | -5.04% | 10.99% | -2.37% | 6.52% | 20.14% |
| 2010 | -4.74% | 2.01% | 7.71% | -2.47% | -5.74% | -0.69% | 2.51% | -6.45% | 9.8% | 5.85% | 0.18% | 4.65% | 11.65% |
| 2009 | -7.65% | -6% | 3.95% | 0.11% | 7.98% | -5.95% | 5.11% | 2.95% | 3.36% | 1.27% | 9.17% | -0.66% | 12.69% |
| 2008 | -9.54% | -0.82% | 6.88% | 4.27% | -2.6% | -2.01% | 1.93% | 3.91% | -3.05% | -18.25% | 17.48% | -3.37% | -9.06% |
| 2007 | -2.44% | 4.25% | -2.25% | 2.96% | 11.04% | -2.01% | -4.23% | -1.46% | 0.94% | 7.9% | -9.08% | -0.54% | 3.51% |