McKesson Corp
Provider: Exchange
| Annualised Return | 13.25% |
| Realised Volatility | 28.83% |
| Downside Volatility | 21.19% |
| Max Drawdown | -81.78% |
| Winning months | 57.02% |
| Sharpe Ratio | 0.46 |
| Sortino Ratio | 0.63 |
| Calmar Ratio | 0.16 |
| Viking Ratio | 0.67 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.97% | 4.43% | 2.96% | 0.07% | 6.03% | 2.65% | 5.65% | -8.95% | -11.88% | 0.14% | 7.32% | ||
| 2023 | 0.95% | -7.48% | 1.78% | 2.3% | 7.45% | 9.33% | -5.83% | 2.62% | 5.46% | 4.72% | 3.48% | -1.61% | 24.13% |
| 2022 | 3.28% | 7.29% | 11.34% | 1.14% | 6.31% | -0.75% | 4.71% | 7.6% | -7.39% | 14.56% | -1.84% | -1.72% | 51.82% |
| 2021 | 0.32% | -2.84% | 15.34% | -3.83% | 2.8% | -0.6% | 6.58% | 0.39% | -2.33% | 4.26% | 4.49% | 14.68% | 44.23% |
| 2020 | 3.1% | -1.66% | -3.29% | 4.43% | 12.63% | -3.31% | -2.12% | 2.46% | -2.94% | -0.97% | 22.27% | -3.33% | 27.06% |
| 2019 | 16.09% | -0.55% | -7.94% | 1.87% | 2.75% | 10.03% | 3.39% | -0.19% | -1.16% | -2.68% | 9.06% | -4.37% | 26.72% |
| 2018 | 8.29% | -11.44% | -5.6% | 10.89% | -8.92% | -6.02% | -5.85% | 2.82% | 3.03% | -5.95% | 0.1% | -11.27% | -28.4% |
| 2017 | -0.93% | 8.09% | -1.25% | -6.72% | 17.93% | 1.06% | -1.62% | -7.55% | 2.88% | -10.24% | 7.4% | 5.56% | 11.95% |
| 2016 | -18.38% | -3.16% | 1.05% | 6.72% | 9.13% | 2.07% | 4.24% | -4.96% | -9.68% | -23.74% | 13.31% | -2.34% | -28.3% |
| 2015 | 2.44% | 7.66% | -1.09% | -1.24% | 6.19% | -5.14% | -1.89% | -10.3% | -6.35% | -3.37% | 6.06% | 4.16% | -4.52% |
| 2014 | 8.06% | 1.65% | -0.27% | -4.18% | 12.09% | -1.68% | 3.03% | 1.78% | -0.18% | 4.49% | 3.73% | -1.51% | 29.26% |
| 2013 | 8.53% | 1.05% | 1.72% | -1.98% | 7.6% | 0.74% | 7.13% | -0.82% | 5.67% | 21.86% | 6.26% | -2.71% | 67.66% |
| 2012 | 4.89% | 2.44% | 5.1% | 4.15% | -4.52% | 7.66% | -3.22% | -3.77% | -1.24% | 8.46% | 1.46% | 2.64% | 25.6% |
| 2011 | 6.81% | 5.71% | -0.29% | 5.01% | 3.13% | -2.06% | -3.02% | -1.21% | -9.05% | 12.17% | -0.04% | -4.18% | 11.79% |
| 2010 | -5.89% | 0.77% | 11.11% | -1.38% | 8.01% | -3.81% | -6.46% | -7.32% | 6.43% | 6.8% | -2.88% | 10.14% | 13.79% |
| 2009 | 14.12% | -6.94% | -14.58% | 5.59% | 11.22% | 7.24% | 16.25% | 11.4% | 4.73% | -1.38% | 5.8% | 0.77% | 62.94% |
| 2008 | -4.08% | -6.4% | -10.88% | -0.48% | 10.61% | -2.82% | 0.14% | 3.41% | -6.87% | -31.63% | -4.68% | 10.85% | -40.36% |
| 2007 | 9.96% | 0.05% | 5.06% | 0.5% | 7.31% | -5.44% | -3.15% | -0.85% | 2.76% | 12.43% | 1.04% | -1.83% | 29.72% |
| 2006 | 2.73% | 2.25% | -3.69% | -6.79% | 1.87% | -4.37% | 6.58% | 0.93% | 3.78% | -4.99% | -1.25% | 2.63% | -1.25% |
| 2005 | 9.63% | 8.44% | 1.1% | -1.99% | 8.84% | 11.39% | 0.47% | 3.85% | 1.67% | -4.26% | 10.86% | 2.56% | 64.91% |
| 2004 | -8.65% | -6.84% | 10.18% | 9.2% | 4.69% | -0.03% | -6.29% | -3.61% | -17.12% | 3.94% | 11.07% | 6.46% | -1.4% |
| 2003 | 5.18% | -6.09% | -6.42% | 11.31% | 9.26% | 18.1% | -9.74% | 1.67% | 1.68% | -9.07% | -3.33% | 10.14% | 19.94% |
| 2002 | 2.94% | -8.28% | 6.18% | 7.91% | -7.16% | -12.66% | 0.67% | 2.07% | -15.54% | 5.23% | -12.85% | 4.28% | -27.19% |
| 2001 | -8.97% | -10.82% | -8.01% | 15.29% | 12.29% | 7.38% | 11.66% | -5.16% | -3.72% | -2.12% | 0.92% | 0.35% | 4.91% |
| 2000 | -8.61% | -5.48% | 8.39% | -19.34% | -2.59% | 27.38% | 16.42% | 2.63% | 22.46% | -8.18% | 17.36% | 9.17% | 61.28% |
| 1999 | -5.14% | -9.26% | -2.94% | -46.97% | -2.5% | -5.5% | -3.49% | 0.79% | -7.2% | -30.82% | 16.82% | -3.74% | -71.34% |
| 1998 | -11.65% | 9.13% | 10.79% | 22.4% | 10.71% | 4.32% | -1.07% | -6.84% | 22.17% | -15.83% | -7.54% | 11.06% | 46.96% |
| 1997 | 5.37% | 12.94% | -3.39% | 13.09% | 4.15% | 3.16% | 11.85% | 8.36% | 8.81% | 5.27% | 4.49% | -3.13% | 96.31% |
| 1996 | -1.24% | 5% | -1.91% | -7.08% | -1.56% | 2.15% | -8.66% | -1.44% | 11.15% | 5.01% | 13.57% | -0.67% | 12.67% |
| 1995 | 13.03% | 0.67% | 9.49% | -1.86% | 13.3% | 4.76% | -5.61% | -0.85% | 3.45% | 6.11% | 8.12% | -1.46% | 58.84% |
| 1994 | 4.87% | -0.83% | 6.27% | -1.18% | 4.84% | 14.5% |