Synchrony Financial
Provider: Exchange
| Annualised Return | 11.99% |
| Realised Volatility | 35.53% |
| Downside Volatility | 27.28% |
| Max Drawdown | -57.16% |
| Winning months | 61.29% |
| Sharpe Ratio | 0.34 |
| Sortino Ratio | 0.44 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.15 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.78% | 6.94% | 4.41% | 1.99% | 0.14% | 7.74% | 7.63% | -0.49% | -0.76% | 10.55% | 23.01% | 80.76% | |
| 2023 | 11.78% | -2.18% | -18.57% | 1.48% | 5.74% | 9.56% | 2.57% | -6.54% | -5.3% | -7.43% | 15.37% | 18.02% | 19.76% |
| 2022 | -8.19% | 0.95% | -18.63% | 6.36% | 0.62% | -25.43% | 22.08% | -2.18% | -13.92% | 26.95% | 5.68% | -12.56% | -27.43% |
| 2021 | -3.05% | 15.65% | 5.12% | 8.11% | 8.39% | 2.34% | -2.65% | 5.81% | -1.75% | -4.52% | -3.57% | 3.57% | 36.4% |
| 2020 | -10% | -9.62% | -44.71% | 23% | 4.09% | 8.79% | 0.82% | 12.11% | 5.48% | -3.56% | 21.78% | 13.92% | -0.08% |
| 2019 | 28.05% | 9.32% | -2.18% | 8.68% | -2.4% | 3.09% | 3.49% | -10.12% | 6.37% | 3.75% | 6.43% | -3.74% | 57.48% |
| 2018 | 2.77% | -7.94% | -7.86% | -1.07% | 4.89% | -3.61% | -13.3% | 10.21% | -1.86% | -7.08% | -9.4% | -9.7% | -37.84% |
| 2017 | -1.24% | 1.54% | -5.35% | -18.95% | -2.98% | 11.06% | 1.68% | 2.06% | 0.84% | 5.06% | 10.52% | 7.58% | 8.35% |
| 2016 | -6.54% | -5.17% | 6.35% | 6.66% | 2.06% | -18.97% | 10.28% | 0.29% | 0.61% | 2.11% | 21.44% | 4.95% | 20.38% |
| 2015 | 3.73% | 3.53% | -5.01% | 2.64% | 3.66% | 1.98% | 4.34% | -4.1% | -5.01% | -1.72% | 3.48% | -4.46% | 2.22% |
| 2014 | 12.13% | -4.81% | 10.06% | 7.36% | 2.55% | 29.35% |