Analog Devices Inc
Provider: Exchange
| Annualised Return | 18.63% |
| Realised Volatility | 40.15% |
| Downside Volatility | 23.5% |
| Max Drawdown | -81.57% |
| Winning months | 56.79% |
| Sharpe Ratio | 0.46 |
| Sortino Ratio | 0.79 |
| Calmar Ratio | 0.23 |
| Viking Ratio | 0.37 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 14.63% | 14.45% | -10.3% | 26.44% | 2.88% | -3.77% | -7.49% | -1.43% | 9.88% | 5.14% | 55.18% | ||
| 2025 | -0.27% | 8.58% | -11.96% | -3.35% | 9.78% | 11.74% | -5.63% | 11.88% | -1.84% | -4.71% | 13.33% | 2.57% | 29.76% |
| 2024 | -3.12% | -0.28% | 3.6% | 1.43% | 16.89% | -2.27% | 1.37% | 1.5% | -1.57% | -3.07% | -2.27% | -2.15% | 8.85% |
| 2023 | 4.54% | 7.5% | 7.49% | -8.79% | -1.22% | 10.16% | 2.42% | -8.9% | -3.22% | -10.14% | 16.56% | 8.79% | 23.36% |
| 2022 | -6.71% | -1.77% | 3.05% | -6.54% | 9.59% | -13.25% | 17.71% | -11.46% | -8.04% | 2.35% | 20.54% | -4.16% | -4.91% |
| 2021 | -0.27% | 6.22% | -0.47% | -1.24% | 7.92% | 4.59% | -2.75% | -2.26% | 2.78% | 3.59% | 3.9% | -2.11% | 20.96% |
| 2020 | -7.65% | -0.1% | -17.79% | 22.25% | 3.62% | 8.58% | -6.35% | 2.29% | -0.12% | 1.53% | 17.34% | 6.69% | 26.87% |
| 2019 | 15.18% | 8.75% | -1.58% | 10.42% | -16.42% | 16.82% | 4.07% | -6.03% | 1.73% | -4.56% | 5.93% | 5.71% | 41.31% |
| 2018 | 3.2% | -1.88% | 1.61% | -4.15% | 11.25% | -0.83% | 0.23% | 3.31% | -6.46% | -9.46% | 10.4% | -6.63% | -1.64% |
| 2017 | 3.19% | 9.92% | 0.02% | -7.02% | 12.55% | -8.77% | 1.56% | 5.9% | 3.55% | 5.95% | -5.19% | 3.39% | 25.3% |
| 2016 | -2.64% | -0.81% | 11.7% | -4.85% | 4.63% | -3.18% | 12.69% | -1.34% | 3.02% | -0.54% | 16.48% | -2.18% | 34.96% |
| 2015 | -6.14% | 13.1% | 7.62% | -1.84% | 10.56% | -5.55% | -9.13% | -3.47% | 0.98% | 6.58% | 2.51% | -9.65% | 2.39% |
| 2014 | -5.22% | 6.06% | 4.57% | -3.48% | 2.84% | 3.23% | -8.21% | 3% | -2.48% | 0.26% | 10.12% | 2.3% | 12.15% |
| 2013 | 3.76% | 4.41% | 2.81% | -5.38% | 5.2% | -1.89% | 9.59% | -5.58% | 1.66% | 4.78% | -2.19% | 6.35% | 24.7% |
| 2012 | 9.36% | 0.2% | 3.85% | -3.52% | -5.93% | 3.57% | 3.74% | 2.47% | -1.41% | -0.15% | 3.78% | 4.37% | 21.26% |
| 2011 | 3.08% | 2.7% | -0.7% | 2.36% | 2.77% | -4.93% | -12.11% | -3.27% | -5.36% | 17.02% | -3.95% | 2.64% | -2.41% |
| 2010 | -14.63% | 8.46% | -0.77% | 3.85% | -1.79% | -4.49% | 6.64% | -5.45% | 12.55% | 7.3% | 5.61% | 6.59% | 22.7% |
| 2009 | 5.05% | -6.71% | 4.53% | 10.43% | 15.69% | 1.52% | 10.45% | 3.95% | -2.37% | -7.07% | 17.01% | 6% | 71.65% |
| 2008 | -10.54% | -5.08% | 10.39% | 9.11% | 9.64% | -9.51% | -3.97% | -7.7% | -5.76% | -18.94% | -19.94% | 12.61% | -38.06% |
| 2007 | -0.37% | 10.87% | -4.53% | 11.97% | -5.77% | 3.95% | -5.82% | 4.56% | -1.95% | -7.47% | -8.01% | 3.6% | -1.51% |
| 2006 | 10.87% | -3.79% | 0.39% | -0.97% | -10.62% | -4.71% | 0.59% | -4.68% | -4.08% | 8.27% | 2.69% | 1.08% | -6.65% |
| 2005 | -2.79% | 2.48% | -1.58% | -5.62% | 9% | 0.62% | 5.07% | -6.76% | 1.89% | -6.35% | 9.32% | -5.41% | -1.89% |
| 2004 | 4.82% | 4.37% | -3.79% | -11.27% | 15.52% | -4.21% | -15.68% | -12.4% | 11.69% | 3.82% | -8.22% | 0.08% | -18.69% |
| 2003 | 0.25% | 21.86% | -5.69% | 20.44% | 16.39% | -9.68% | 8.99% | 8.04% | -7.27% | 16.6% | 12.32% | -8.24% | 91.4% |
| 2002 | -1.33% | -15.05% | 21.04% | -17.94% | -0.92% | -18.9% | -18.86% | 0% | -18.26% | 36.04% | 14.52% | -22.22% | -46.23% |
| 2001 | 22.3% | -40.42% | -2.84% | 30.55% | -5.83% | -2.92% | 6.36% | 4.07% | -31.69% | 16.21% | 11.84% | 4.45% | -13.28% |
| 2000 | 0.54% | 68.18% | 2.38% | -4.58% | 0.24% | -1.3% | -12.34% | 50.09% | -17.25% | -21.45% | -23.65% | 3.15% | 10.08% |
| 1999 | -5.18% | -15.76% | 18.7% | 18.07% | 9.43% | 30.57% | -14.07% | 19.42% | -0.49% | 3.78% | 8.11% | 61.74% | 196.41% |
| 1998 | 6.55% | 9.53% | 2.9% | 17.11% | -36.6% | -0.51% | -12.47% | -34.59% | 14.22% | 23.73% | 2.83% | 53.52% | 13.32% |
| 1997 | 14.15% | -19.83% | -3.23% | 18.89% | -0.93% | 0.24% | 18.35% | 5.37% | 2.26% | -9.78% | 2.66% | -11.75% | 8.98% |
| 1996 | -4.59% | 19.44% | 4.19% | -8.03% | 7.28% | -8.15% | -17.73% | 15.57% | 12.43% | -4.15% | 23.56% | 5.45% | 43.64% |
| 1995 | -8.19% | 16.86% | 1.49% | 5.39% | 15.81% | 9.24% | 6.25% | -4.15% | 0% | 4.33% | 2.08% | -4.07% | 51.07% |
| 1994 | 4.57% | 7.77% | -6.31% | 5.29% | 2.28% | 2.68% | -7.83% | 21.7% | 2.33% | 8.33% | -6.3% | 4.85% | 42.64% |
| 1993 | 1.54% | 2.28% | 21.48% | -7.93% | 5.96% | -2.5% | 14.74% | 10.06% | 11.17% | -18.72% | 10.12% | 0.51% | 51.54% |
| 1992 | 6.58% | -3.71% | 0% | 6.41% | -4.83% | -2.52% | 1.29% | -2.56% | 9.21% | 15.65% | 12.51% | 20.37% | 71.05% |
| 1991 | 18.86% | 25.39% | 13.93% | -3.33% | 1.14% | -13.63% | -10.52% | -8.82% | 0% | 20.96% | -20% | 26.68% | 43.39% |
| 1990 | -15.58% | 6.56% | 1.54% | -18.19% | 14.83% | -3.24% | -8.33% | -3.64% | -5.67% | -8% | 13.04% | 1.93% | -26.65% |