Brown & Brown Inc
Provider: Exchange
| Annualised Return | 13.93% |
| Realised Volatility | 21.45% |
| Downside Volatility | 12.94% |
| Max Drawdown | -38.75% |
| Winning months | 57.08% |
| Sharpe Ratio | 0.65 |
| Sortino Ratio | 1.08 |
| Calmar Ratio | 0.36 |
| Viking Ratio | 0.54 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.59% | 13.42% | 4.94% | 22.11% | |||||||||
| 2024 | 9.07% | 8.76% | 3.95% | -6.85% | 9.95% | -0.11% | 11.21% | 5.87% | -1.46% | 1% | 8.24% | -9.8% | 44.32% |
| 2023 | 2.79% | -4.06% | 2.41% | 12.14% | -3.03% | 10.44% | 2.34% | 5.35% | -5.75% | -0.41% | 7.66% | -4.86% | 25.73% |
| 2022 | -5.69% | 2.16% | 6.89% | -14.24% | -4.04% | -1.73% | 11.59% | -3.01% | -4.06% | -2.79% | 1.56% | -4.4% | -18.39% |
| 2021 | -9.11% | 6.75% | -0.41% | 16.34% | -1.07% | 1.18% | 2.37% | 6.89% | -4.48% | 13.81% | 2.23% | 9.11% | 49.31% |
| 2020 | 13.73% | -4.03% | -15.79% | -0.86% | 12.2% | 1.39% | 11.56% | 2.24% | -2.44% | -3.89% | 3.71% | 5.29% | 21.06% |
| 2019 | -1.45% | 9.37% | -0.37% | 7.59% | -0.32% | 6.11% | 7.25% | 2.91% | -2.25% | 4.49% | 0.39% | 4.61% | 44.67% |
| 2018 | 1.98% | 0.59% | -3.34% | 7.04% | 2.3% | -0.18% | 5.52% | 4.44% | -2.99% | -4.42% | 2.98% | -5.03% | 8.3% |
| 2017 | -6.09% | 2.63% | -3.2% | 2.83% | 1.56% | -0.83% | 3.55% | 1.12% | 7.18% | 3.74% | 2.83% | 0.41% | 16.15% |
| 2016 | -5.76% | 7.24% | 10.8% | -1.93% | 3.06% | 3.91% | -2.16% | 2.55% | 0.64% | -1.89% | 17.61% | 3.48% | 41.81% |
| 2015 | -6.26% | 4.55% | 3.02% | -3.17% | 1.38% | 1.45% | 1.8% | -3.84% | -3.4% | 4.2% | 0.97% | -1.11% | -1.08% |
| 2014 | 0.32% | -4.11% | 2.19% | -3.19% | 1.72% | 1.72% | 0.23% | 6.33% | -1.44% | -0.56% | 1.07% | 2.2% | 6.25% |
| 2013 | 7.74% | 9.73% | 6.8% | -2.99% | 4.13% | -0.09% | 2.33% | -5.36% | 3.08% | -0.22% | -0.97% | -0.73% | 24.78% |
| 2012 | 1.03% | 3.73% | 0.63% | 13.41% | -4.78% | 6.52% | -7.44% | 4.31% | -0.65% | -1.99% | 5.42% | -5.14% | 14.05% |
| 2011 | 3.76% | 5.57% | -1.3% | 0.19% | 2.41% | -2.77% | -15% | -3.28% | -15.28% | 24.51% | -5.53% | 8.49% | -4.13% |
| 2010 | -2.06% | -4.24% | 6.79% | 12.39% | -2.3% | -2.35% | 4.6% | -4.52% | 6.04% | 10.4% | 2.97% | 4.68% | 35.34% |
| 2009 | -8.47% | -11.47% | 12.09% | 2.91% | -0.53% | 3.37% | -3.76% | 3.99% | -3.57% | -4.12% | -2.42% | 0.67% | -12.64% |
| 2008 | -4.21% | -20.55% | -2.52% | 10.47% | 1.78% | -10.68% | 1.03% | 16.12% | 6.4% | -5.09% | -2.67% | 5.03% | -9.78% |
| 2007 | 0.71% | -0.39% | -3.91% | -4.81% | 1.43% | -3.53% | 2.23% | 5% | -2.3% | -4.22% | -2.07% | -4.47% | -15.63% |