Johnson Controls International plc
Provider: Exchange
| Annualised Return | 15.27% |
| Realised Volatility | 30.31% |
| Downside Volatility | 23.45% |
| Max Drawdown | -78.59% |
| Winning months | 61.54% |
| Sharpe Ratio | 0.5 |
| Sortino Ratio | 0.65 |
| Calmar Ratio | 0.19 |
| Viking Ratio | 0.23 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.41% | 21% | -8.97% | 11.52% | -8.2% | 9.29% | 0.38% | -5.74% | 7.83% | 0.26% | 25.53% | ||
| 2025 | -1.18% | 9.82% | -6.06% | 4.73% | 20.82% | 4.57% | -0.59% | 1.8% | 3.24% | 4.04% | 1.68% | 3.3% | 54.03% |
| 2024 | -8.59% | 12.49% | 10.84% | -0.38% | 10.51% | -7.06% | 7.63% | 1.83% | 7.06% | -2.65% | 11% | -5.45% | 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 | 8.49% | 2.3% | 5.2% | 5.46% | 10.64% | 0.63% | 7.43% | -3.71% | 1.73% | -2.92% | 11.56% | -7.9% | 43.9% |
| 2015 | -6.6% | 3.45% | 2.58% | -8.15% | 2.49% | -4.07% | -0.8% | -4.48% | -7.12% | 9.45% | -3.1% | -8.89% | -23.86% |
| 2014 | -1% | 4.17% | 1.01% | -3.17% | 6.7% | 5% | -5.04% | 3.41% | 0.37% | -3.3% | -0.07% | 2.83% | 10.68% |
| 2013 | 3.8% | 5.89% | 0.53% | 0.84% | 5.26% | -2.02% | 6.08% | -5.08% | 6.46% | 4.9% | 4.35% | 8.21% | 45.92% |
| 2012 | 9.57% | 1.71% | 9.15% | 0.32% | -5.29% | 0.09% | 4.4% | 2.62% | 0.41% | -3.45% | 5.58% | 3.77% | 31.62% |
| 2011 | 8.69% | 1.14% | -0.58% | 9.36% | 1.25% | 0.82% | -9.97% | -6.12% | -1.23% | 12.33% | 5.29% | -1.89% | 18.17% |
| 2010 | -0.16% | 1.78% | 6.78% | 1.41% | -6.29% | -1.95% | 9.21% | -2.61% | -0.84% | 4.77% | -1.02% | 10.2% | 21.86% |
| 2009 | -2.69% | -4.62% | -1.1% | 22.46% | 16.2% | -5.04% | 17.08% | 4.86% | 9.65% | -2.13% | 6.91% | 0.18% | 75.07% |
| 2008 | -1.01% | 2.06% | 10.96% | 6.22% | -3.42% | -10.59% | 11.29% | -3.77% | -17.42% | -27.81% | -17.33% | 5.38% | -42.81% |
| 2007 | 4.87% | -3.29% | 2.99% | 3.42% | 2.35% | 1.77% | -11.38% | -6.62% | 2.24% | -7.15% | -2.53% | -0.26% | -14.06% |
| 2006 | -9.74% | -1% | 4.91% | -1.97% | 2.88% | 2.07% | -5.13% | 0.23% | 7.59% | 5.27% | 2.92% | 1.02% | 8.07% |
| 2005 | 1.12% | -7.36% | 1.4% | -7.37% | -7.6% | 1.47% | 4.35% | -8.66% | 0.63% | -5.24% | 8.07% | 1.8% | -17.53% |
| 2004 | 0.94% | 6.8% | 0.67% | -4.19% | 12.17% | 8.01% | -6.46% | 1.03% | -1.75% | 1.6% | 9.05% | 5.68% | 36.97% |
| 2003 | -6.26% | -7.56% | -11.97% | 21.31% | 13.46% | 8.29% | -2% | 10.65% | 0.15% | 2.2% | 9.91% | 16.54% | 61.62% |
| 2002 | -40.32% | -17.21% | 11.63% | -42.91% | 18.97% | -37.53% | -5.26% | 22.58% | -9.2% | 2.55% | 22.75% | -2.77% | -69.8% |
| 2001 | 10.99% | -11.28% | -20.67% | 23.46% | 7.64% | -5.02% | -2.4% | -2.35% | -12.13% | 8% | 19.66% | 0.46% | 7.19% |
| 2000 | 10.42% | -14.08% | 35.95% | -8.35% | 2.45% | 0.95% | 11.87% | 7.58% | -8.91% | 9.28% | -6.95% | 5.49% | 43.76% |
| 1999 | 2.24% | -3.48% | -3.29% | 13.24% | 7.54% | 8.74% | 3.1% | 3.71% | 2.17% | -22.28% | -0.16% | -2.21% | 4.76% |
| 1998 | -1.53% | 14.08% | 8.36% | 0.02% | 1.37% | 14.25% | -1.69% | -10.8% | 0.42% | 12.1% | 6.26% | 15.04% | 70.17% |
| 1997 | 8.04% | 2.85% | -5.04% | 10.94% | 4.1% | 10.28% | 16.44% | -3.16% | 5.16% | -7.39% | 3.29% | 15.46% | 76% |
| 1996 | -0.66% | 4.33% | -1.04% | 8.1% | 2.26% | 5.24% | 0.66% | 3.05% | 4.01% | 15.12% | 10.33% | -1.91% | 60.36% |
| 1995 | 1.84% | 10.98% | 1.51% | -0.71% | 3.1% | 2.55% | 1.92% | 7.5% | 9.32% | -3.57% | 3.29% | 16.34% | 67.15% |
| 1994 | 4.6% | -0.58% | -4.48% | -5.01% | 3.31% | -3.35% | -5.72% | 1.74% | 11.56% | 1.58% | -4.66% | 6.82% | 4.28% |
| 1993 | 9.97% | -4.12% | 7% | -5.52% | 0.53% | -0.6% | -4.45% | 20.57% | -6.41% | 8.09% | 4.7% | 8.76% | 41.36% |
| 1992 | 8% | -0.34% | 4.13% | -2.27% | -3.78% | 0.76% | -0.74% | 5.62% | 0.82% | 14.08% | 3.48% | 4.83% | 38.92% |
| 1991 | -5.81% | 11.11% | 8.35% | -1.78% | 9.12% | -3.39% | -13.23% | 2.34% | -6.35% | -13.8% | -6.37% | 14.6% | -9.68% |
| 1990 | -15.4% | 8.59% | -0.52% | -4.48% | 17.42% | 6.81% | 3.96% | -10.52% | -5.67% | -23.06% | 3.26% | 11.95% | -14.57% |