Johnson Controls International plc
Provider: Exchange
| Annualised Return | 3.09% |
| Realised Volatility | 30.93% |
| Downside Volatility | 29.24% |
| Max Drawdown | -90.25% |
| Winning months | 57.4% |
| Sharpe Ratio | 0.1 |
| Sortino Ratio | 0.11 |
| Calmar Ratio | 0.03 |
| Viking Ratio | 0.37 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.18% | 9.82% | -6.06% | 4.73% | 20.82% | 4.57% | 0.22% | 35.2% | |||||
| 2024 | -8.59% | 12.49% | 10.84% | -0.38% | 10.51% | -7.06% | 7.63% | 1.83% | 7.06% | -2.65% | 11% | -5.44% | 39.8% |
| 2023 | 8.7% | -9.85% | -3.4% | -0.63% | -0.23% | 14.78% | 2.07% | -15.08% | -9.3% | -7.87% | 7.71% | 9.92% | -7.63% |
| 2022 | -10.63% | -10.61% | 1.49% | -8.69% | -8.95% | -11.51% | 12.59% | 0.43% | -8.46% | 17.51% | 14.87% | -3.15% | -19.29% |
| 2021 | 6.93% | 11.98% | 7.43% | 4.47% | 6.74% | 3.57% | 4.07% | 4.73% | -8.65% | 7.77% | 1.89% | 9.23% | 77.42% |
| 2020 | -3.1% | -7.3% | -25.65% | 7.98% | 7.9% | 9.51% | 12.71% | 5.85% | 0.94% | 3.33% | 9.07% | 1.76% | 17.7% |
| 2019 | 13.9% | 4.44% | 5.5% | 1.52% | 2.72% | 7.95% | 2.74% | 0.59% | 3.42% | -1.28% | -1.15% | -4.36% | 40.91% |
| 2018 | 2.68% | -5.78% | -3.75% | -3.89% | -0.92% | 0.43% | 12.14% | 0.69% | -6.68% | -8.66% | 8.79% | -14.05% | -19.85% |
| 2017 | 6.77% | -4.64% | 1.03% | -1.31% | 0.46% | 4.46% | -10.17% | 1.64% | 2.41% | 2.73% | -9.06% | 1.96% | -5.11% |
| 2016 | 8.57% | 2.3% | 4.35% | 5.52% | 10.64% | -0.05% | 7.47% | -3.66% | 1.73% | -2.92% | 11.56% | -7.9% | 42.09% |
| 2015 | -6.55% | 3.45% | 1.99% | -8.1% | 2.49% | -4.66% | -0.74% | -4.47% | -7.8% | 9.52% | -3.1% | -9.69% | -25.81% |
| 2014 | -0.96% | 4.17% | 0.52% | -3.13% | 6.7% | 4.49% | -5% | 3.41% | -0.11% | -3.25% | -0.07% | 2.24% | 8.65% |
| 2013 | 3.85% | 5.89% | -0.03% | 0.89% | 5.26% | -2.54% | 6.13% | -5.08% | 5.87% | 4.95% | 4.35% | 7.6% | 43% |
| 2012 | 9.63% | 1.71% | 8.41% | 0.37% | -5.29% | -0.58% | 4.46% | 2.62% | -0.21% | -2.77% | 5.58% | 3.1% | 29.35% |
| 2011 | 8.76% | 1.14% | -1.26% | 9.45% | 1.25% | 0.16% | -9.92% | -6.12% | -2% | 12.4% | 5.29% | -2.61% | 15.18% |
| 2010 | -0.09% | 1.78% | 6.07% | 1.41% | -5.76% | -2.65% | 9.28% | -2.61% | -1.48% | 4.85% | -1.02% | 9.37% | 19.44% |
| 2009 | -2.69% | -4.61% | -2.45% | 22.56% | 16.2% | -5.9% | 17.18% | 4.86% | 8.8% | -2.05% | 6.92% | -0.53% | 69.01% |
| 2008 | -1.01% | 2.06% | 10.33% | 6.22% | -3.42% | -11.07% | 11.29% | -3.77% | -17.88% | -27.81% | -17.33% | 4.32% | -44.31% |
| 2007 | 3.58% | -3.29% | 2.66% | 3.42% | 2.55% | -34.57% | -65.01% | -6.62% | 0.74% | -7.15% | -2.53% | -0.82% | -78.91% |