Vertex Pharmaceuticals Inc
Provider: Exchange
| Annualised Return | 15.23% |
| Realised Volatility | 38.2% |
| Downside Volatility | 21.2% |
| Max Drawdown | -55.08% |
| Winning months | 54.42% |
| Sharpe Ratio | 0.4 |
| Sortino Ratio | 0.72 |
| Calmar Ratio | 0.28 |
| Viking Ratio | 0.25 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.51% | -2.92% | -0.65% | -6.03% | 15.92% | 2.94% | 5.76% | 0.03% | -6.21% | 2.34% | -5.88% | 10.11% | |
| 2023 | 11.88% | -10.15% | 8.54% | 8.14% | -5.04% | 8.76% | 0.12% | -1.14% | -0.17% | 4.13% | -2.02% | 14.68% | 40.9% |
| 2022 | 10.68% | -5.36% | 13.46% | 4.69% | -1.67% | 4.89% | -0.49% | 0.48% | 2.76% | 7.76% | 1.41% | -8.73% | 31.5% |
| 2021 | -3.07% | -7.22% | 1.1% | 1.54% | -4.39% | -3.36% | -0.02% | -0.64% | -9.44% | 1.95% | 1.09% | 17.47% | -7.08% |
| 2020 | 3.7% | -1.33% | 6.21% | 5.57% | 14.63% | 0.82% | -6.31% | 2.62% | -2.51% | -23.43% | 9.31% | 3.77% | 7.94% |
| 2019 | 15.21% | -1.13% | -2.54% | -8.14% | -1.66% | 10.35% | -9.14% | 8.04% | -5.89% | 15.38% | 13.44% | -1.26% | 32.13% |
| 2018 | 11.35% | -0.5% | -1.84% | -6.03% | 0.55% | 10.36% | 2.99% | 5.34% | 4.52% | -12.08% | 6.69% | -8.34% | 10.58% |
| 2017 | 16.56% | 5.53% | 20.67% | 8.18% | 4.48% | 4.26% | 17.81% | 5.74% | -5.29% | -3.82% | -1.33% | 3.86% | 103.42% |
| 2016 | -27.88% | -5.8% | -7.02% | 6.1% | 10.45% | -7.65% | 12.76% | -2.57% | -7.72% | -13.01% | 7.58% | -9.73% | -41.45% |
| 2015 | -7.29% | 8.43% | -1.22% | 4.5% | 4.06% | -3.75% | 9.33% | -5.54% | -19.04% | 20.83% | 3.7% | -2.73% | 5.92% |
| 2014 | 6.38% | 2.3% | -12.54% | -4.27% | 6.74% | 31.03% | -6.09% | 5.24% | 20.03% | 0.29% | 4.65% | 0.78% | 59.89% |
| 2013 | 6.87% | 4.56% | 17.43% | 39.72% | 4.57% | -0.34% | -0.32% | -5.83% | 0.89% | -5.9% | -2.63% | 6.95% | 77.33% |
| 2012 | 11.26% | 5.33% | 5.37% | -6.17% | 56.03% | -6.86% | -13.25% | 9.89% | 4.84% | -13.62% | -17.58% | 5.3% | 26.17% |
| 2011 | 11.02% | 20.01% | 2.7% | 14.85% | -1.93% | -3.7% | -0.25% | -12.71% | -1.79% | -10.95% | -26.77% | 14.56% | -5.2% |
| 2010 | -10.39% | 5.57% | 0.81% | -5.14% | -10.78% | -4.89% | 2.31% | -1.04% | 3.78% | 10.79% | -13.5% | 5.73% | -18.25% |
| 2009 | 8.79% | -8.8% | -4.68% | 7.27% | -3.41% | 20.83% | 0.11% | 3.89% | 1.31% | -11.45% | 15.67% | 10.38% | 41.05% |
| 2008 | -12.35% | -14.05% | 36.51% | 6.82% | 12.19% | 16.91% | 3.08% | -22.14% | 23.75% | -21.15% | -6.18% | 23.55% | 30.78% |
| 2007 | -4.44% | -13.18% | -8.63% | 9.63% | -2.73% | -4.48% | 13.1% | 20.62% | -1.41% | -15.8% | -21.49% | -8.51% | -37.21% |