Fortinet Inc
Provider: Exchange
| Annualised Return | 29.74% |
| Realised Volatility | 36.68% |
| Downside Volatility | 22.73% |
| Max Drawdown | -41.06% |
| Winning months | 63.44% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 1.31 |
| Calmar Ratio | 0.72 |
| Viking Ratio | 0.42 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.77% | 7.07% | -10.88% | -0.14% | 1.75% | ||||||||
| 2024 | 10.18% | 7.16% | -1.16% | -7.51% | -6.11% | 1.6% | -3.7% | 32.17% | 1.1% | 1.43% | 20.84% | -0.6% | 61.42% |
| 2023 | 7.06% | 13.57% | 11.81% | -5.13% | 8.37% | 10.62% | 2.82% | -22.53% | -2.54% | -2.57% | -8.06% | 11.36% | 19.72% |
| 2022 | -17.3% | 15.91% | -0.81% | -15.43% | 1.78% | -3.82% | 5.43% | -18.37% | 0.9% | 16.34% | -7% | -8.03% | -31.98% |
| 2021 | -2.54% | 16.65% | 9.22% | 10.74% | 7.01% | 8.99% | 14.3% | 15.76% | -7.33% | 15.17% | -1.26% | 8.22% | 141.97% |
| 2020 | 8.06% | -11.53% | -0.87% | 6.49% | 29.2% | -1.39% | 0.75% | -4.55% | -10.75% | -6.32% | 11.65% | 20.53% | 39.13% |
| 2019 | 8.72% | 13.35% | -3.25% | 11.25% | -22.41% | 6% | 4.53% | -1.41% | -3.06% | 6.25% | 28.87% | 1.57% | 51.58% |
| 2018 | 5.38% | 9.62% | 6.16% | 3.32% | 10.51% | 2.04% | 0.77% | 33.14% | 10.16% | -10.94% | -10.15% | -4.62% | 61.2% |
| 2017 | 10.42% | 12.3% | 2.68% | 1.69% | 0.87% | -4.83% | -1.42% | 3.49% | -6.18% | 9.96% | 6.72% | 3.88% | 45.05% |
| 2016 | -9.72% | 0.92% | 7.85% | 6.14% | 5.23% | -7.66% | 9.81% | 4.18% | 2.19% | -13.19% | -6.11% | 0.07% | -3.37% |
| 2015 | -2.5% | 12.43% | 3.99% | 7.98% | 6.15% | 3.17% | 15.51% | -11.73% | 0.8% | -19.11% | 4.83% | -13.46% | 1.66% |
| 2014 | 10.82% | 9.2% | -4.84% | -0.23% | 2.23% | 11.84% | -2.31% | 5.13% | -2.11% | 3.11% | 5.8% | 11.25% | 60.27% |
| 2013 | 12.23% | 2.48% | -2.05% | -24.16% | 7.24% | -9.14% | 21.43% | -6.82% | 2.32% | -0.64% | -15.05% | 11.87% | -8.99% |
| 2012 | 4.59% | 18.59% | 2.22% | -5.53% | -18.64% | 9.27% | 3.4% | 10.41% | -9.02% | -19.69% | 3.15% | 5.21% | -3.62% |
| 2011 | 18.86% | 6.22% | 8.1% | 10.31% | -0.43% | 12.56% | -25.54% | -5.86% | -12.18% | 37.26% | 4.03% | -9.09% | 34.84% |
| 2010 | -1.94% | -0.29% | 2.33% | 1.14% | -8.21% | 0.74% | 9.55% | 13.16% | 22.67% | 20% | 6.23% | 1.51% | 84.12% |
| 2009 | 0.6% | 3.41% | 4.04% |