Arthur J Gallagher & Co
Provider: Exchange
| Annualised Return | 17.35% |
| Realised Volatility | 20.91% |
| Downside Volatility | 15.12% |
| Max Drawdown | -42.16% |
| Winning months | 64.19% |
| Sharpe Ratio | 0.83 |
| Sortino Ratio | 1.15 |
| Calmar Ratio | 0.41 |
| Viking Ratio | 0.59 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.24% | 5.33% | 2.5% | -6.14% | 7.94% | 2.61% | 9.32% | 3.2% | -3.63% | -0.06% | 4.01% | 30.96% | |
| 2023 | 3.81% | -4.28% | 2.41% | 8.76% | -3.72% | 9.91% | -2.17% | 7.56% | -1.11% | 3.32% | 5.97% | -9.69% | 20.51% |
| 2022 | -6.91% | 0.16% | 10.73% | -3.5% | -3.89% | 1% | 9.78% | 1.44% | -5.43% | 9.26% | 6.43% | -5.07% | 12.44% |
| 2021 | -6.71% | 3.8% | 4.56% | 16.17% | 1.15% | -4.14% | -0.55% | 3.09% | 3.85% | 12.8% | -2.84% | 4.46% | 39.02% |
| 2020 | 7.71% | -4.95% | -16.04% | -3.69% | 20.1% | 3.88% | 10.26% | -2.04% | 0.69% | -1.77% | 11.28% | 7.61% | 32.12% |
| 2019 | 1.37% | 8.03% | -2.72% | 7.07% | 0.69% | 4.54% | 3.24% | 0.31% | -0.78% | 1.84% | 2.25% | 2.58% | 31.78% |
| 2018 | 7.96% | 1.16% | 0.04% | 1.83% | -4.72% | -1.51% | 9.3% | 1.11% | 3.77% | -0.58% | 4.13% | -3.85% | 19.19% |
| 2017 | 3.6% | 5.8% | -0.04% | -1.29% | 2.35% | 0.92% | 2.69% | -0.85% | 6.3% | 2.89% | 4.56% | -3.87% | 25.04% |
| 2016 | -8.06% | 5.87% | 12.67% | 3.51% | 4.97% | -0.73% | 3.34% | 1.22% | 2.95% | -5.19% | 5.18% | 3.2% | 31.1% |
| 2015 | -5.63% | 5.76% | 0.28% | 2.31% | 1.3% | -1.62% | 0.27% | -7.82% | -4.75% | 5.94% | 0.05% | -5.63% | -10.14% |
| 2014 | -1.49% | 0.72% | 2.99% | -5.38% | 1.8% | 2.48% | -3.43% | 4.96% | -3.22% | 5.16% | 0.52% | -1.07% | 3.47% |
| 2013 | 6.64% | 5.09% | 7.35% | 2.76% | 3.71% | 0.02% | 1.58% | -6.07% | 5.59% | 8.71% | -1.92% | 1.6% | 39.96% |
| 2012 | -0.3% | 2.34% | 5.75% | 5.09% | -7.51% | 1.95% | 1.17% | 0.68% | 1.22% | -1.06% | 4.02% | -5.12% | 7.64% |
| 2011 | 2.06% | 5.79% | -2.1% | -2.07% | -3.59% | 0.6% | -1.47% | 0.32% | -5.62% | 17.49% | 0.26% | 9% | 20.26% |
| 2010 | 0.18% | 5.23% | 4.79% | 7.01% | -6.01% | -0.02% | 4.27% | -2.24% | 7.42% | 6.79% | -0.28% | 4.7% | 35.6% |
| 2009 | -9.03% | -32.67% | 9.04% | 32.24% | -6.81% | 3.37% | 7.31% | 3.8% | 3.86% | -8.45% | 0.4% | 1.92% | -7.79% |
| 2008 | 4.96% | -7.05% | 1.42% | 4.02% | 3.91% | -4.39% | 5.52% | 4.13% | -1.95% | -5.07% | 1.81% | 5.82% | 12.67% |
| 2007 | -2.8% | -0.14% | 0.04% | -1.31% | 5.15% | -4.13% | -1.08% | 7.07% | -0.84% | -8.15% | -1.24% | -6.82% | -14.23% |