NDR ETF Model monthly
Provider: Ned Davis Research
| Annualised Return | 11% |
| Realised Volatility | 9.25% |
| Downside Volatility | 6.21% |
| Max Drawdown | -24.74% |
| Winning months | 70.98% |
| Sharpe Ratio | 1.19 |
| Sortino Ratio | 1.77 |
| Calmar Ratio | 0.44 |
| Viking Ratio | 0.26 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.01% | -0.42% | -3.53% | 0.49% | 2.39% | 3.62% | 4.48% | ||||||
| 2024 | 1.44% | 3.15% | 2.86% | -3.6% | 3.86% | 1.51% | 0.96% | 1.56% | 1.63% | -2.12% | 3.19% | -3.39% | 11.22% |
| 2023 | 5.82% | -3.28% | 0.65% | 0.9% | -0.42% | 3.77% | 2.66% | -2.12% | -3.34% | -2.26% | 6.39% | 4.48% | 13.36% |
| 2022 | -4.94% | -1.82% | 0.3% | -7.48% | 0.79% | -5.44% | 1.49% | -3.85% | -6.55% | 3.26% | 4.64% | -3.4% | -21.43% |
| 2021 | 1.76% | 2.82% | 2.24% | 3.48% | 1.41% | 0.84% | 1.38% | 2.26% | -4.47% | 5.49% | 0.13% | 2.03% | 20.82% |
| 2020 | 0.23% | -4.81% | -3.18% | 5.53% | 2.35% | 1.97% | 5.47% | 5.35% | -3.01% | -1.55% | 8.63% | 5.15% | 23.31% |
| 2019 | 2.6% | 0.51% | 1.38% | 2.08% | -4.23% | 3.5% | 0.76% | 0.17% | -0.87% | 1.25% | 1.92% | 2.06% | 11.47% |
| 2018 | 5.47% | -2.91% | -0.89% | -0.73% | 2.12% | 0.4% | 2.23% | 3.49% | -0.46% | -7.94% | 0.8% | 0.36% | 1.3% |
| 2017 | 1.51% | 2.53% | 0.88% | 1.93% | 1.88% | -0.22% | 2.14% | 1.07% | 0.71% | 2% | 1.66% | 1.25% | 18.75% |
| 2016 | -1.2% | 0.82% | 2.55% | 0.63% | 0.22% | 1.03% | 2.07% | 0.44% | 1.13% | -2% | 1.69% | 1.66% | 9.33% |
| 2015 | -0.05% | 2.52% | -0.68% | 0.09% | 0.05% | -1.78% | 0.89% | -4.61% | -0.05% | 1.16% | -0.4% | -1.4% | -4.36% |
| 2014 | -2.31% | 1.82% | 0.11% | 0.58% | 1.96% | 1% | -0.98% | 2.66% | -2.64% | 2.54% | 1.63% | -0.26% | 6.1% |
| 2013 | 2.55% | 0.5% | 2% | 1.62% | 0.79% | -1.36% | 4.1% | -1.85% | 3.78% | 4.25% | 2.67% | 1.8% | 22.72% |
| 2012 | 1.56% | 2.26% | 1.14% | -0.26% | -3.39% | 1.45% | 1.71% | 1.9% | 1.13% | -0.62% | 0.94% | 1.65% | 9.74% |
| 2011 | 0.39% | 2.5% | 0.93% | 2.87% | -0.35% | -2.17% | 1.06% | 2.4% | 0.21% | 1.16% | -2.43% | 1.22% | 7.92% |
| 2010 | -3.16% | 1.76% | 4.91% | 2.27% | -5.55% | 0.2% | 2.62% | 2.38% | 1.96% | 2.08% | -0.49% | 3.63% | 12.85% |
| 2009 | -4.28% | -3.92% | 3.72% | 6.91% | 5.18% | 0.25% | 7.51% | 2.08% | 4.73% | -1.53% | 4.22% | 2.46% | 29.98% |
| 2008 | -1.6% | 0.94% | 0.35% | 1.15% | 0.55% | -3.52% | -0.27% | 0.02% | -4.05% | -1.76% | 2.38% | 5.22% | -0.94% |
| 2007 | 0.34% | 0.23% | 1.21% | 3.19% | 2.52% | 0.18% | 0.04% | 0.58% | 4.94% | 5.72% | -3.3% | -0.65% | 15.68% |
| 2006 | 4.32% | -0.03% | 2.05% | 2.84% | -3.73% | -0.06% | 0.12% | 2.28% | 1.49% | 2.67% | 3.04% | 1.54% | 17.56% |
| 2005 | -0.71% | 1.88% | -2.77% | -2.08% | 1.32% | 1.38% | 1.41% | 0.29% | 3.43% | -2.85% | 3.27% | 1.98% | 6.47% |
| 2004 | 2.66% | 1.77% | 0.98% | -3.9% | 0.01% | 1.45% | -1.42% | 1.14% | 2.16% | 1.57% | 1.93% | 2.99% | 11.72% |
| 2003 | 0.88% | 1.88% | 0.24% | 5.01% | 4.36% | 1.58% | 3.27% | 3.13% | -0.05% | 6.42% | 1.81% | 4.1% | 37.69% |
| 2002 | 0.63% | -0.37% | 2.52% | 0.22% | -0.5% | 0.32% | -1.79% | 0.85% | -2.05% | 1.56% | 2.03% | 0.83% | 4.22% |
| 2001 | 1.52% | -0.07% | -0.4% | 0.31% | 1.01% | 0.16% | -0.7% | 0% | -3.12% | 2.06% | 1.16% | 0.98% | 2.85% |
| 2000 | -1.93% | 5.81% | 1.37% | -5.96% | -2.3% | 2.31% | -1.58% | 4.28% | -3.58% | -0.76% | 0.84% | 1.77% | -0.37% |
| 1999 | -4.82% | 5.6% | 5.07% | -1.17% | 4.82% | -0.96% | 0.4% | -0.82% | 4.24% | 5.3% | 9.87% | 30.14% |