Kellanova
Provider: Exchange
| Annualised Return | 6.48% |
| Realised Volatility | 18.66% |
| Downside Volatility | 10.63% |
| Max Drawdown | -33.61% |
| Winning months | 58.8% |
| Sharpe Ratio | 0.35 |
| Sortino Ratio | 0.61 |
| Calmar Ratio | 0.19 |
| Viking Ratio | 0.18 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.06% | 1.73% | 3.88% | 0.99% | 4.29% | -3.51% | 0.81% | 38.62% | 0.84% | -0.07% | 0.79% | 0.56% | 50.12% |
| 2023 | -3.73% | -3% | 1.55% | 4.2% | -3.44% | 0.94% | -0.76% | -7.88% | -2.47% | -9.97% | 5.24% | 6.41% | -13.43% |
| 2022 | -2.2% | 2.4% | 0.86% | 6.22% | 2.66% | 2.29% | 3.62% | -0.8% | -4.23% | 10.28% | -4.26% | -2.34% | 14.35% |
| 2021 | -5.29% | -2.09% | 10.78% | -1.39% | 5.86% | -1.77% | -1.51% | 0.58% | 1.24% | -4.1% | 0.72% | 5.3% | 7.44% |
| 2020 | -1.37% | -11.35% | 0.15% | 9.19% | 0.59% | 1.15% | 4.44% | 3.62% | -8.91% | -2.63% | 2.54% | -2.63% | -6.78% |
| 2019 | 3.51% | -4.66% | 3.01% | 5.09% | -11.89% | 1.92% | 8.68% | 8.85% | 2.47% | -1.27% | 3.4% | 6.2% | 26.08% |
| 2018 | 0.19% | -2.8% | -1% | -9.4% | 10.22% | 8.51% | 1.66% | 1.86% | -2.47% | -6.48% | -1.93% | -10.43% | -13.32% |
| 2017 | -1.36% | 2.58% | -1.97% | -2.22% | 1.57% | -2.99% | -2.1% | -2.94% | -4.72% | 0.26% | 6.67% | 2.75% | -4.93% |
| 2016 | 1.62% | 1.48% | 3.42% | 0.34% | -2.53% | 9.79% | 1.3% | 0.02% | -5.77% | -3.02% | -3.49% | 2.37% | 4.76% |
| 2015 | 0.21% | -1.68% | 3.06% | -3.97% | -0.11% | -0.11% | 5.53% | 0.92% | 0.4% | 5.97% | -1.77% | 5.09% | 13.81% |
| 2014 | -5.06% | 4.67% | 4.12% | 6.57% | 3.92% | -4.76% | -8.93% | 9.41% | -5.19% | 3.83% | 4.37% | -1.22% | 10.36% |
| 2013 | 4.74% | 4.18% | 6.5% | 0.95% | -3.93% | 3.51% | 3.13% | -7.65% | -3.26% | 7.7% | -3.41% | 0.71% | 12.6% |
| 2012 | -2.08% | 6.58% | 2.45% | -5.71% | -2.71% | 1.13% | -3.3% | 7.1% | 1.99% | 1.28% | 6.84% | 0.7% | 14.17% |
| 2011 | -1.53% | 7.3% | 0.78% | 6.09% | 0.23% | -2.93% | 0.83% | -1.84% | -2.08% | 1.92% | -8.51% | 2.87% | 2.19% |
| 2010 | 2.29% | -3.48% | 2.45% | 2.83% | -2.05% | -5.86% | -0.5% | 0.06% | 1.67% | -0.49% | -1.24% | 3.76% | -1% |
| 2009 | -0.37% | -10.13% | -5.88% | 14.96% | 3.52% | 7.68% | 2% | -0.06% | 4.54% | 4.69% | 2.75% | 1.18% | 25.25% |
| 2008 | -8.83% | 6.75% | 3.63% | -2.64% | 1.87% | -7.32% | 10.5% | 3.25% | 3.05% | -10.12% | -13.86% | 1.76% | -14.14% |
| 2007 | -1.57% | 1.74% | 3.19% | 2.88% | 2.58% | -4.06% | 0.04% | 6.64% | 1.95% | -5.73% | 2.96% | -2.98% | 7.16% |