Chubb Ltd
Provider: Exchange
| Annualised Return | 11.21% |
| Realised Volatility | 19.24% |
| Downside Volatility | 12.77% |
| Max Drawdown | -39.84% |
| Winning months | 60.96% |
| Sharpe Ratio | 0.58 |
| Sortino Ratio | 0.88 |
| Calmar Ratio | 0.28 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.6% | 5% | 6.12% | -5.27% | 3.89% | -2.19% | -8.17% | 3.39% | 2.96% | -1.88% | 6.95% | -0.57% | 7.65% |
| 2024 | 8.41% | 2.72% | 3.31% | -4.05% | 8.92% | -5.49% | 8.07% | 3.09% | 1.8% | -2.06% | 2.23% | -3.99% | 23.89% |
| 2023 | 3.12% | -7.24% | -7.57% | 3.8% | -7.82% | 4.11% | 6.15% | -1.73% | 4.07% | 3.09% | 6.9% | -1.12% | 4.2% |
| 2022 | 2.05% | 3.22% | 5.44% | -3.48% | 2.34% | -6.57% | -4.04% | 0.22% | -3.38% | 18.15% | 2.19% | 0.85% | 15.97% |
| 2021 | -5.36% | 11.61% | -2.4% | 8.62% | -0.93% | -6.05% | 6.17% | 9% | -5.26% | 12.62% | -8.14% | 8.16% | 27.85% |
| 2020 | -2.36% | -4.58% | -22.41% | -3.29% | 12.9% | 4.47% | 0.49% | -1.76% | -6.49% | 11.88% | 13.79% | 4.65% | 1.41% |
| 2019 | 3% | 0.64% | 5.19% | 3.66% | 0.6% | 1.34% | 3.77% | 2.25% | 3.79% | -5.59% | -0.62% | 3.26% | 22.94% |
| 2018 | 6.86% | -9.11% | -3.13% | -0.8% | -3.67% | -2.24% | 10% | -3.21% | -0.67% | -6.53% | 7.07% | -2.85% | -9.63% |
| 2017 | -0.48% | 5.08% | -0.89% | 0.73% | 4.33% | 2.03% | 0.74% | -3.44% | 1.31% | 5.8% | 0.86% | -3.46% | 12.82% |
| 2016 | -3.23% | 2.18% | 3.72% | -1.08% | 7.42% | 3.83% | -4.17% | 1.33% | -0.46% | 1.07% | 0.79% | 3.76% | 15.59% |
| 2015 | -6.02% | 5.6% | -1.64% | -4.04% | -0.48% | -3.88% | 6.97% | -6.08% | 1.87% | 9.81% | 1.15% | 2.32% | 4.25% |
| 2014 | -8.81% | 4.33% | 1.86% | 3.29% | 1.36% | -0.01% | -2.86% | 6.22% | -0.76% | 4.22% | 4.61% | 1.05% | 14.45% |
| 2013 | 6.93% | 0.07% | 4.77% | 0.19% | 0.61% | -0.22% | 2.67% | -4.01% | 7.23% | 2.01% | 7.69% | 0.73% | 31.87% |
| 2012 | -0.07% | 3.03% | 2.74% | 3.78% | -4.79% | 2.49% | -0.17% | 0.31% | 3.21% | 4.03% | 0.74% | 1.33% | 17.57% |
| 2011 | -1.06% | 2.7% | 2.82% | 3.94% | 2.33% | -3.84% | 1.76% | -3.58% | -5.62% | 19.06% | -3.63% | 0.85% | 14.5% |
| 2010 | -2.24% | 1.46% | 5.24% | 1.7% | -7.58% | 4.72% | 3.76% | 0.73% | 9.56% | 2.01% | -1.51% | 6.95% | 26.42% |
| 2009 | -17.07% | -16.38% | 11.38% | 14.65% | -5.03% | 0.55% | 11.65% | 6.36% | 3.06% | -3.93% | -5.16% | 4.11% | -1.83% |
| 2008 | -5.73% | -3.43% | -1.62% | 9.5% | -0.37% | -7.82% | -7.97% | 3.77% | 2.89% | 6.58% | -8.91% | 1.28% | -12.99% |
| 2007 | -2.95% | -2.84% | 2.08% | 4.21% | 3.55% | 1.99% | -7.68% | 0.07% | 5.35% | 0.07% | -1.29% | 3.7% | 5.61% |