International Flavors & Fragrances Inc
Provider: Exchange
| Annualised Return | 3.93% |
| Realised Volatility | 24.44% |
| Downside Volatility | 17.56% |
| Max Drawdown | -51.92% |
| Winning months | 56.89% |
| Sharpe Ratio | 0.16 |
| Sortino Ratio | 0.22 |
| Calmar Ratio | 0.08 |
| Viking Ratio | 0.15 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3% | -6.06% | -4.66% | 1.1% | -2.42% | -3.42% | -3.43% | -4.96% | -2.8% | -21.58% | |||
| 2024 | -0.36% | -6.42% | 14.44% | -1.56% | 13.62% | -0.59% | 4.48% | 4.53% | 1.3% | -5.24% | -8.12% | -7.02% | 6.26% |
| 2023 | 7.27% | -17.13% | -0.36% | 5.44% | -20.29% | 4.05% | 6.31% | -16.74% | -2.1% | 0.26% | 10.29% | 8.49% | -19.47% |
| 2022 | -12.43% | 0.82% | -0.63% | -7.64% | 8.96% | -9.25% | 4.14% | -10.94% | -17.11% | 7.46% | 8.41% | -0.15% | -28.35% |
| 2021 | 3.25% | 20.58% | 3.61% | 1.83% | -0.35% | 6.01% | 0.83% | 0.57% | -11.21% | 10.27% | -3.58% | 6.55% | 41.55% |
| 2020 | 1.62% | -8.64% | -14.14% | 28.36% | 1.65% | -7.49% | 2.85% | -1.71% | -0.45% | -16.16% | 9.2% | -2.23% | -13.34% |
| 2019 | 5.59% | -10.07% | 1.6% | 6.99% | -1.72% | 7.66% | -0.76% | -23.78% | 12.48% | -0.55% | 15.75% | -8.09% | -1.7% |
| 2018 | -1.51% | -6.02% | -2.57% | 3.18% | -13.54% | 2.06% | 7.1% | -1.86% | 7.34% | 3.98% | -2.09% | -4.66% | -10.1% |
| 2017 | -0.53% | 7.24% | 5.93% | 4.57% | -0.51% | -1.63% | -1.35% | 2.76% | 4.93% | 3.16% | 5.44% | -1.38% | 31.97% |
| 2016 | -2.24% | -11.69% | 10.69% | 5.01% | 7.98% | -1.84% | 5.7% | 4% | 3.64% | -8.53% | -7.44% | -2.14% | 0.4% |
| 2015 | 4.69% | 14.91% | -3.34% | -2.26% | 3.74% | -7.81% | 5.76% | -5.23% | -5.24% | 12.4% | 3.4% | 0.16% | 20.2% |
| 2014 | 0.81% | 8.2% | 2.43% | 2.98% | 0.77% | 5.45% | -3.15% | 0.59% | -5.18% | 3.41% | 2.04% | 0.64% | 19.95% |
| 2013 | 5.85% | 3.62% | 5.53% | 0.68% | 4.02% | -5.96% | 7.34% | -2.07% | 4.66% | 0.43% | 6.9% | -2.24% | 31.61% |
| 2012 | 6.47% | 2.19% | 3.31% | 2.75% | -6.36% | -2.26% | 1.72% | 8.58% | -0.99% | 8.46% | 0.63% | 2.84% | 29.73% |
| 2011 | 2.63% | -0.18% | 9.89% | 1.96% | 0.85% | 0.72% | -4.78% | -5.15% | -2.6% | 7.72% | -10.4% | -2.81% | -3.79% |
| 2010 | -3.33% | 5.88% | 13.84% | 5.08% | -11.16% | -4.16% | 6.98% | 0.68% | 6.79% | 3.38% | 4.7% | 6.36% | 38.05% |
| 2009 | -3.7% | -8.07% | 16.78% | 2.43% | 2.24% | 3.37% | 7.76% | 1.02% | 7.17% | 0.42% | 6.9% | 1.64% | 42.48% |
| 2008 | -11.59% | 1.36% | 2.7% | 3.54% | -8% | -6.39% | 2.97% | -0.02% | -1.27% | -19.21% | -4.2% | -1.88% | -36.66% |
| 2007 | 0.18% | -3.47% | 1.36% | 3.07% | 5.47% | 1.99% | -3.89% | 0.24% | 5.72% | -1.23% | -3.96% | -3.54% | 1.27% |