ACI Worldwide Inc
Provider: Exchange
| Annualised Return | 10.38% |
| Realised Volatility | 30.87% |
| Downside Volatility | 19.08% |
| Max Drawdown | -55.58% |
| Winning months | 55.02% |
| Sharpe Ratio | 0.34 |
| Sortino Ratio | 0.54 |
| Calmar Ratio | 0.19 |
| Viking Ratio | 0.12 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.73% | 9.44% | 0.91% | 2.68% | 5.6% | 9.94% | 9.19% | 16.49% | 1.07% | -3.34% | 15.49% | 85.69% | |
| 2023 | 21.43% | -7.45% | 4.37% | -6.12% | -9.95% | 1.58% | 0.09% | 4.7% | -7.08% | -9.71% | 31.27% | 14.44% | 33.04% |
| 2022 | -0.95% | -2.47% | -6.06% | -12.29% | -3.55% | -2.82% | 10.2% | -16.93% | -11.81% | 16.41% | -14.1% | 10.05% | -33.72% |
| 2021 | -0.1% | -0.34% | -0.55% | -0.71% | 1.27% | -2.93% | -7.65% | -6.03% | -4.65% | -0.16% | -5.02% | 19.08% | -9.71% |
| 2020 | -9.07% | -19.1% | -13.35% | 13.46% | 0.66% | -2.14% | -0.74% | 9.67% | -11.06% | 11.63% | 11.69% | 17.96% | 1.44% |
| 2019 | 6.83% | 7.81% | 3.14% | 8.06% | -11.43% | 9.15% | -2.27% | -11.26% | 5.19% | 0.21% | 19.46% | 1.03% | 36.92% |
| 2018 | 3.4% | 0.9% | 0.3% | -1.98% | 3.87% | 2.15% | 4.74% | 9.95% | -0.95% | -10.84% | 15.11% | -4.19% | 22.06% |
| 2017 | 6.89% | 0.88% | 9.3% | 0.47% | 6.38% | -2.14% | 3.58% | -1.77% | 0.09% | 5.71% | -4.98% | -0.92% | 24.9% |
| 2016 | -16.36% | 4.25% | 11.41% | -3.85% | 3.35% | -5.57% | 1.54% | -3.58% | 1.47% | -6.5% | 2.7% | -2.47% | -15.19% |
| 2015 | -8.43% | 7.47% | 9.12% | 6.33% | 3.39% | 3.19% | -3.66% | -9.89% | -0.98% | 13.4% | -1.8% | -9.01% | 6.1% |
| 2014 | -6.75% | -0.96% | -1.4% | -3.45% | -4.97% | 2.8% | 0.7% | 3.9% | -3.65% | 2.56% | 1.09% | 3.7% | -6.91% |
| 2013 | 8.81% | -3.64% | 6.66% | -3.79% | -1.06% | -0.06% | 1.87% | 2.79% | 11.07% | 1.96% | 16.95% | 0.84% | 48.78% |
| 2012 | 6.08% | 24.36% | 6.59% | -1.02% | -4.19% | 15.76% | -0.45% | -1.43% | -2.58% | -7.48% | 10.26% | 1.35% | 52.55% |
| 2011 | -1.41% | 18.2% | 4.76% | 0.7% | -2% | 4.39% | 7.01% | -17.28% | -7.92% | 11.36% | -1.92% | -4.79% | 6.59% |
| 2010 | -6.65% | 13.93% | 12.99% | -8.83% | 1.7% | 1.88% | -0.36% | -2.11% | 17.9% | 8.84% | 4.27% | 5.75% | 56.68% |
| 2009 | 6.85% | 5.12% | 4.98% | -7.89% | -13.67% | -6.37% | 7.95% | -10.02% | 11.58% | 6.35% | 2.42% | 4.07% | 7.86% |
| 2008 | -21.74% | 18.52% | 12.8% | 10.94% | -21.22% | 1.03% | 11.2% | -7.36% | -3.31% | -21.8% | 14.6% | 1.27% | -16.49% |
| 2007 | 1.69% | -14.9% | -13.97% | 2.33% | -0.17% | -16.6% | -36.58% |