Costco Wholesale Corp
Provider: Exchange
| Annualised Return | 19.41% |
| Realised Volatility | 19.19% |
| Downside Volatility | 12.59% |
| Max Drawdown | -40.09% |
| Winning months | 62.79% |
| Sharpe Ratio | 1.01 |
| Sortino Ratio | 1.54 |
| Calmar Ratio | 0.48 |
| Viking Ratio | 0.49 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.27% | 7.21% | -1.51% | -1.17% | 12.03% | 4.95% | -3.16% | 8.56% | -0.66% | -1.39% | 6.54% | 41.74% | |
| 2023 | 11.97% | -5.11% | 2.62% | 1.28% | 1.87% | 5.24% | 4.14% | -1.85% | 2.85% | -2.22% | 7.49% | 13.89% | 49% |
| 2022 | -11.02% | 2.95% | 10.9% | -7.51% | -12.32% | 2.8% | 13.14% | -3.55% | -9.54% | 6.38% | 7.53% | -15.35% | -19.05% |
| 2021 | -6.46% | -5.9% | 6.49% | 5.79% | 1.66% | 4.6% | 8.81% | 6% | -1.35% | 9.57% | 9.73% | 5.25% | 51.82% |
| 2020 | 3.95% | -7.79% | 1.42% | 6.51% | 1.81% | -1.71% | 7.59% | 6.8% | 2.11% | 0.93% | 9.55% | -1.31% | 32.67% |
| 2019 | 5.36% | 2.19% | 10.7% | 1.4% | -2.16% | 10.3% | 4.3% | 7.18% | -2.26% | 3.35% | 0.91% | -1.96% | 45.7% |
| 2018 | 4.7% | -1.78% | -1.29% | 4.63% | 0.84% | 5.42% | 4.66% | 6.86% | 0.75% | -2.66% | 1.4% | -11.92% | 10.6% |
| 2017 | 2.4% | 8.36% | -5.36% | 5.86% | 6.05% | -11.36% | -0.89% | -0.8% | 4.82% | -1.95% | 14.84% | 0.92% | 22.37% |
| 2016 | -6.43% | -0.45% | 5.03% | -5.72% | 0.43% | 5.56% | 6.48% | -2.81% | -5.91% | -3.04% | 1.83% | 6.66% | 0.28% |
| 2015 | 0.87% | 6.44% | 3.09% | -5.32% | -0.32% | -5.28% | 7.58% | -3.35% | 2.91% | 9.71% | 2.35% | 0.05% | 18.94% |
| 2014 | -5.6% | 4.23% | -4.38% | 3.58% | 0.6% | -0.74% | 2.38% | 3.01% | 3.5% | 6.42% | 6.84% | -0.26% | 20.46% |
| 2013 | 3.66% | -0.76% | 4.76% | 2.19% | 1.39% | 0.86% | 6.2% | -4.48% | 2.95% | 2.46% | 6.6% | -5.14% | 21.83% |
| 2012 | -1.26% | 4.9% | 5.51% | -2.89% | -1.71% | 9.97% | 1.24% | 2.05% | 2.34% | -1.73% | 5.88% | 1.73% | 28.4% |
| 2011 | -0.51% | 4.39% | -1.97% | 10.32% | 2.26% | -1.5% | -3.68% | 0.69% | 4.57% | 1.36% | 2.76% | -2.32% | 16.74% |
| 2010 | -2.94% | 6.49% | -2.07% | -1.06% | -1.12% | -5.82% | 3.43% | -0.01% | 14.14% | -2.35% | 7.71% | 6.8% | 23.68% |
| 2009 | -14.23% | -5.63% | 9.4% | 4.92% | 0.22% | -5.65% | 8.13% | 3.37% | 10.59% | 1.14% | 5.38% | -1.24% | 14.32% |
| 2008 | -2.61% | -8.66% | 4.93% | 9.67% | 0.32% | -1.65% | -10.64% | 7.25% | -3.18% | -12.2% | -9.44% | 2% | -23.99% |
| 2007 | 3.96% | -0.25% | -3.67% | -0.23% | 5.41% | 3.63% | 2.43% | 3.26% | -0.62% | 9.6% | 0.43% | 3.5% | 30.38% |