Nasdaq Inc
Provider: Exchange
| Annualised Return | 12.04% |
| Realised Volatility | 25.66% |
| Downside Volatility | 18.27% |
| Max Drawdown | -64.07% |
| Winning months | 60.27% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.66 |
| Calmar Ratio | 0.19 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.51% | 0.53% | -11.84% | -5.6% | |||||||||
| 2024 | -0.64% | -2.72% | 12.69% | -5.15% | -1.37% | 2.5% | 12.31% | 6.5% | 1.63% | 1.25% | 12.27% | -6.57% | 34.85% |
| 2023 | -1.89% | -6.86% | -2.1% | 1.28% | -0.04% | -9.55% | 1.28% | 3.94% | -7.01% | 2.08% | 12.58% | 4.53% | -3.66% |
| 2022 | -14.67% | -4.5% | 4.45% | -11.69% | -1.34% | -1.37% | 18.59% | -1.28% | -4.48% | 9.81% | 9.99% | -10.12% | -11.19% |
| 2021 | 1.91% | 2.23% | 6.99% | 9.55% | 3.66% | 5.32% | 6.22% | 4.85% | -1.14% | 8.73% | -3.16% | 3.62% | 60.13% |
| 2020 | 8.74% | -11.94% | -6.97% | 15.5% | 8.01% | 1.27% | 9.91% | 2.37% | -8.36% | -1.4% | 5.79% | 4.11% | 25.99% |
| 2019 | 7.93% | 4.01% | -3.96% | 5.38% | -1.69% | 6.63% | 0.21% | 3.6% | -0.01% | 0.42% | 5.04% | 2.66% | 33.88% |
| 2018 | 5.31% | -0.2% | 7.26% | 2.44% | 4.01% | -0.18% | 0.14% | 4.42% | -9.67% | 1.06% | 5.32% | -10.23% | 8.21% |
| 2017 | 5.1% | 0.81% | -1.89% | -0.83% | -1.77% | 6.24% | 4.03% | 1.36% | 3.43% | -6.34% | 8.96% | -2.47% | 16.76% |
| 2016 | 6.58% | 2.08% | 5.28% | -7.03% | 6.97% | -1.54% | 9.42% | 0.64% | -4.71% | -5.29% | 0.19% | 5.21% | 17.49% |
| 2015 | -4.92% | 10% | 1.86% | -4.53% | 6.42% | -5.21% | 4.55% | 0.31% | 4.68% | 8.55% | 1.26% | -0.33% | 23.4% |
| 2014 | -4.15% | 0.63% | -3.46% | -0.11% | 2.71% | 2.31% | 9.24% | 3.03% | -2.07% | 1.98% | 3.81% | 7.14% | 22.21% |
| 2013 | 13.32% | 11.79% | 2.43% | -8.73% | 6.72% | 4.65% | -1.19% | -7.84% | 7.99% | 10.34% | 10.9% | 1.64% | 61.77% |
| 2012 | 1.02% | 6.38% | -1.67% | -5.13% | -10.95% | 4.23% | 0.13% | 0.75% | 2.4% | 2.1% | 1.89% | 3.71% | 3.71% |
| 2011 | 3.16% | 16.87% | -9.68% | 4.95% | -5.9% | -0.86% | -4.86% | -1.58% | -2.32% | 8.26% | 4.79% | -6.63% | 3.29% |
| 2010 | -9.23% | 3.56% | 13.36% | -0.57% | -11.48% | -4.36% | 9.51% | -8.01% | 8.49% | 8.65% | 1.71% | 10.53% | 19.73% |
| 2009 | -11.69% | -4.22% | -6.32% | -1.79% | 9.78% | 0.95% | -0.84% | 3.88% | -4.1% | -14.2% | 3.43% | 6.1% | -19.79% |
| 2008 | -6.51% | -10.29% | -6.87% | -5.72% | -3.9% | -24.21% | 4.6% | 17.72% | -6.48% | 6.18% | -33.76% | 14.93% | -50.07% |
| 2007 | 6.8% | -11.97% | -1.74% | 10.71% | 2.21% | -10.73% | 3.57% | 6.14% | 15.37% | 23.94% | -7.15% | 14.14% | 55.46% |